DZ Bank Put 35 FTK 18.12.2020/  DE000DF55VP6  /

EUWAX
10/26/2020  8:13:45 AM Chg.-0.013 Bid10:45:54 AM Ask10:45:54 AM Underlying Strike price Expiration date Option type
0.047EUR -21.67% 0.062
Bid Size: 25,000
0.082
Ask Size: 25,000
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: -38.82
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.50
Parity: -0.77
Time value: 0.11
Break-even: 33.90
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 2.63
Spread abs.: 0.06
Spread %: 54.55%
Delta: -0.22
Theta: -0.04
Omega: -8.72
Rho: -0.02
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.82%
1 Month
  -57.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.060 0.034
1M High / 1M Low: 0.110 0.022
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   472.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -