DZ Bank Call 56 FTK 18.12.2020/  DE000DFR3XT5  /

EUWAX
10/26/2020  8:25:42 AM Chg.-0.002 Bid11:42:25 AM Ask11:42:25 AM Underlying Strike price Expiration date Option type
0.003EUR -40.00% 0.018
Bid Size: 25,000
0.038
Ask Size: 25,000
FLATEX AG NA O.N. 56.00 EUR 12/18/2020 Call

Master data

WKN: DFR3XT
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 12/18/2020
Issue date: 8/5/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 85.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.50
Parity: -1.33
Time value: 0.05
Break-even: 56.50
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 5.88
Spread abs.: 0.05
Spread %: 90.00%
Delta: 0.11
Theta: -0.01
Omega: 9.08
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.63%
1 Month
  -89.66%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.043 0.005
1M High / 1M Low: 0.090 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   658.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -