DZ Bank Put 36 FTK 18.12.2020/  DE000DFR1XL6  /

EUWAX
10/29/2020  8:29:59 AM Chg.+0.013 Bid7:58:05 PM Ask7:58:05 PM Underlying Strike price Expiration date Option type
0.050EUR +35.14% 0.040
Bid Size: 6,250
0.100
Ask Size: 6,250
FLATEX AG NA O.N. 36.00 EUR 12/18/2020 Put

Master data

WKN: DFR1XL
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 36.00 EUR
Maturity: 12/18/2020
Issue date: 8/3/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -40.41
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.50
Parity: -0.85
Time value: 0.11
Break-even: 34.90
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 3.14
Spread abs.: 0.06
Spread %: 54.55%
Delta: -0.21
Theta: -0.04
Omega: -8.44
Rho: -0.01
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -58.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.037
1M High / 1M Low: 0.140 0.036
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   357.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -