DZ Bank Call 0.96 USDCHF 06.03.20.../  DE000DF5D707  /

EUWAX
10/22/2019  8:56:02 AM Chg.+0.06 Bid10:33:51 AM Ask10:33:51 AM Underlying Strike price Expiration date Option type
2.31EUR +2.67% 2.44
Bid Size: 11,000
2.46
Ask Size: 11,000
CROSSRATE USD/CHF 0.96 CHF 3/6/2020 Call

Master data

WKN: DF5D70
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.96 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: 39.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 2.36
Implied volatility: 0.30
Historic volatility: 0.05
Parity: 2.36
Time value: -0.08
Break-even: 0.90
Moneyness: 1.03
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.88%
Delta: 0.25
Theta: 0.00
Omega: 10.01
Rho: 0.00
 

Quote data

Open: 2.30
High: 2.31
Low: 2.30
Previous Close: 2.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.59%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.19 2.21
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.59
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:   -