DZ Bank Call 55 FTK 18.12.2020/  DE000DF55VJ9  /

Frankfurt Zert./DZB
10/20/2020  9:34:37 PM Chg.-0.016 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.044EUR -26.67% 0.036
Bid Size: 6,250
0.096
Ask Size: 6,250
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: 41.45
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.50
Parity: -0.94
Time value: 0.11
Break-even: 56.10
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 2.60
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.19
Theta: -0.02
Omega: 7.71
Rho: 0.01
 

Quote data

Open: 0.060
High: 0.069
Low: 0.044
Previous Close: 0.060
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -15.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.042
1M High / 1M Low: 0.120 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   497.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -