DZ Bank Call 1.055 USDCHF 06.03.2.../  DE000DF5D8K1  /

EUWAX
10/15/2019  9:42:16 PM Chg.+0.010 Bid9:42:16 PM Ask9:42:16 PM Underlying Strike price Expiration date Option type
0.100EUR +11.11% 0.100
Bid Size: 4,400
0.120
Ask Size: 4,400
CROSSRATE USD/CHF 1.055 CHF 3/6/2020 Call

Master data

WKN: DF5D8K
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 1.06 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: 824.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.05
Parity: -5.26
Time value: 0.11
Break-even: 0.96
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.03
Theta: 0.00
Omega: 22.40
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.100
Low: 0.090
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
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:   -