DZ Bank Call 0.975 USDCHF 06.03.2.../  DE000DF5D731  /

EUWAX
10/16/2019  9:42:09 PM Chg.-0.25 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
1.90EUR -11.63% 1.90
Bid Size: 1,100
1.92
Ask Size: 1,100
CROSSRATE USD/CHF 0.975 CHF 3/6/2020 Call

Master data

WKN: DF5D73
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.98 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: 41.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 2.16
Implied volatility: 0.31
Historic volatility: 0.05
Parity: 2.16
Time value: 0.01
Break-even: 0.91
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.92%
Delta: 0.23
Theta: 0.00
Omega: 9.76
Rho: 0.00
 

Quote data

Open: 2.03
High: 2.11
Low: 1.89
Previous Close: 2.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.52%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.15 1.99
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.07
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:   -