DZ Bank Call 52 FTK 18.12.2020/  DE000DFR1W20  /

Frankfurt Zert./DZB
10/27/2020  9:34:47 PM Chg.+0.038 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.070EUR +118.75% 0.060
Bid Size: 6,250
0.120
Ask Size: 6,250
FLATEX AG NA O.N. 52.00 EUR 12/18/2020 Call

Master data

WKN: DFR1W2
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX 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: 49.54
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.50
Parity: -0.89
Time value: 0.09
Break-even: 52.87
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 3.20
Spread abs.: 0.06
Spread %: 68.97%
Delta: 0.17
Theta: -0.02
Omega: 8.46
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.090
Low: 0.032
Previous Close: 0.032
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -22.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.032
1M High / 1M Low: 0.200 0.032
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   413.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -