DZ Bank Call 0.945 USDCHF 06.03.2.../  DE000DF5D7X6  /

EUWAX
10/23/2019  2:09:37 PM Chg.+0.01 Bid2:29:00 PM Ask2:29:00 PM Underlying Strike price Expiration date Option type
3.56EUR +0.28% 3.58
Bid Size: 550
3.60
Ask Size: 550
CROSSRATE USD/CHF 0.945 CHF 3/6/2020 Call

Master data

WKN: DF5D7X
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 CHF
Maturity: 3/6/2020
Issue date: 9/23/2019
Last trading day: 3/5/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 26.99
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 4.05
Implied volatility: 0.33
Historic volatility: 0.05
Parity: 4.05
Time value: -0.72
Break-even: 0.89
Moneyness: 1.05
Premium: -0.01
Premium p.a.: -0.02
Spread abs.: 0.02
Spread %: 0.60%
Delta: 0.32
Theta: 0.00
Omega: 8.54
Rho: 0.00
 

Quote data

Open: 3.55
High: 3.64
Low: 3.54
Previous Close: 3.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.00%
1 Month
  -2.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.00 3.25
1M High / 1M Low: 4.32 3.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   3.86
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -