DZ Bank Put 35 FTK 18.12.2020/  DE000DF55VP6  /

EUWAX
10/30/2020  8:14:48 AM Chg.+0.001 Bid8:03:33 PM Ask8:03:33 PM Underlying Strike price Expiration date Option type
0.036EUR +2.86% 0.021
Bid Size: 7,500
0.071
Ask Size: 7,500
FLATEX AG NA O.N. 35.00 EUR 12/18/2020 Put

Master data

WKN: DF55VP
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 12/18/2020
Issue date: 7/28/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -51.26
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.50
Parity: -0.96
Time value: 0.09
Break-even: 34.13
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 3.81
Spread abs.: 0.06
Spread %: 68.97%
Delta: -0.17
Theta: -0.04
Omega: -8.67
Rho: -0.01
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -67.27%
3 Months
  -90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.060 0.024
1M High / 1M Low: 0.110 0.022
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   507.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -