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

EUWAX
10/17/2019  8:57:00 AM Chg.-0.14 Bid9:30:23 AM Ask9:30:23 AM Underlying Strike price Expiration date Option type
3.86EUR -3.50% 3.77
Bid Size: 11,000
3.79
Ask Size: 11,000
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: 20.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 4.88
Implied volatility: 0.38
Historic volatility: 0.05
Parity: 4.88
Time value: -0.54
Break-even: 0.90
Moneyness: 1.06
Premium: -0.01
Premium p.a.: -0.02
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.34
Theta: 0.00
Omega: 7.12
Rho: 0.00
 

Quote data

Open: 3.87
High: 3.87
Low: 3.86
Previous Close: 4.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.76%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.32 4.00
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.18
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -