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

EUWAX
12/12/2019  9:39:32 PM Chg.+0.090 Bid9:56:12 PM Ask9:56:12 PM Underlying Strike price Expiration date Option type
0.560EUR +19.15% 0.570
Bid Size: 1,100
0.590
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: 187.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.05
Parity: -0.65
Time value: 0.48
Break-even: 0.91
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.12
Theta: 0.00
Omega: 22.85
Rho: 0.00
 

Quote data

Open: 0.450
High: 0.600
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month
  -34.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.470
1M High / 1M Low: 1.140 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -