DZ Bank Call 52 FTK 18.12.2020/  DE000DFR1W20  /

Frankfurt Zert./DZB
11/27/2020  4:35:28 PM Chg.+0.070 Bid5:28:33 PM Ask5:28:33 PM Underlying Strike price Expiration date Option type
0.380EUR +22.58% -
Bid Size: -
-
Ask Size: -
FLATEXDEGIRO AG NA O... 52.00 EUR 12/18/2020 Call

Master data

WKN: DFR1W2
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 12/18/2020
Issue date: 8/3/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.58
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.23
Implied volatility: 0.72
Historic volatility: 0.50
Parity: 0.23
Time value: 0.17
Break-even: 56.00
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.57
Theta: -0.05
Omega: 7.68
Rho: 0.01
 

Quote data

Open: 0.330
High: 0.380
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month  
+533.33%
3 Months  
+322.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.270
1M High / 1M Low: 0.380 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   86.957
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   505.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -