DZ Bank Call 56 FTK 18.12.2020/  DE000DFR3XT5  /

EUWAX
10/21/2020  8:25:26 AM Chg.-0.013 Bid11:54:08 AM Ask11:54:08 AM Underlying Strike price Expiration date Option type
0.030EUR -30.23% 0.039
Bid Size: 25,000
0.059
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: 52.94
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.50
Parity: -1.10
Time value: 0.09
Break-even: 56.85
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 3.35
Spread abs.: 0.06
Spread %: 70.59%
Delta: 0.15
Theta: -0.02
Omega: 8.14
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -16.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.032
1M High / 1M Low: 0.090 0.028
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   543.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -