DZ Bank Call 0.99 USDCHF 06.03.20.../  DE000DF5D764  /

EUWAX
10/14/2019  9:43:51 PM Chg.-0.05 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
1.26EUR -3.82% 1.27
Bid Size: 1,100
1.29
Ask Size: 1,100
CROSSRATE USD/CHF 0.99 CHF 3/6/2020 Call

Master data

WKN: DF5D76
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.99 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: 70.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.65
Implied volatility: 0.27
Historic volatility: 0.05
Parity: 0.65
Time value: 0.64
Break-even: 0.91
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.55%
Delta: 0.17
Theta: 0.00
Omega: 11.86
Rho: 0.00
 

Quote data

Open: 1.23
High: 1.26
Low: 1.14
Previous Close: 1.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.31 1.11
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.23
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:   -