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

EUWAX
10/18/2019  9:42:10 PM Chg.-0.008 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.052EUR -13.33% 0.052
Bid Size: 1,100
0.072
Ask Size: 1,100
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: 1,243.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.05
Parity: -6.43
Time value: 0.07
Break-even: 0.96
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 27.78%
Delta: 0.02
Theta: 0.00
Omega: 24.86
Rho: 0.00
 

Quote data

Open: 0.054
High: 0.056
Low: 0.049
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.73%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.052
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
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:   -