DZ Bank Call 55 FTK 18.12.2020/  DE000DF55VJ9  /

EUWAX
10/21/2020  8:13:31 AM Chg.-0.019 Bid12:06:34 PM Ask12:06:34 PM Underlying Strike price Expiration date Option type
0.041EUR -31.67% 0.048
Bid Size: 25,000
0.068
Ask Size: 25,000
FLATEX AG NA O.N. 55.00 EUR 12/18/2020 Call

Master data

WKN: DF55VJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 12/18/2020
Issue date: 7/28/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 46.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.50
Parity: -1.00
Time value: 0.10
Break-even: 55.96
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 2.94
Spread abs.: 0.06
Spread %: 62.50%
Delta: 0.17
Theta: -0.02
Omega: 7.97
Rho: 0.01
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.43%
1 Month
  -8.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.044
1M High / 1M Low: 0.110 0.036
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   543.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -