DZ Bank Call 0.95 USDCHF 06.03.20.../  DE000DF5D7Y4  /

EUWAX
10/15/2019  9:42:16 PM Chg.+0.10 Bid9:58:39 PM Ask9:58:39 PM Underlying Strike price Expiration date Option type
3.93EUR +2.61% 3.93
Bid Size: 1,100
3.95
Ask Size: 1,100
CROSSRATE USD/CHF 0.95 CHF 3/6/2020 Call

Master data

WKN: DF5D7Y
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: 23.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 4.29
Implied volatility: 0.37
Historic volatility: 0.05
Parity: 4.29
Time value: -0.43
Break-even: 0.90
Moneyness: 1.05
Premium: 0.00
Premium p.a.: -0.01
Spread abs.: 0.02
Spread %: 0.52%
Delta: 0.32
Theta: 0.00
Omega: 7.47
Rho: 0.00
 

Quote data

Open: 3.77
High: 3.95
Low: 3.77
Previous Close: 3.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.84 3.53
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.73
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:   -