DZ Bank Call 125 SRT3 20.12.2019/  DE000DD7LH61  /

EUWAX
12/6/2019  6:11:11 PM Chg.0.00 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
2.48EUR 0.00% 2.47
Bid Size: 4,400
2.52
Ask Size: 4,400
SARTORIUS AG VZO O.N... 125.00 EUR 12/20/2019 Call

Master data

WKN: DD7LH6
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 12/20/2019
Issue date: 5/29/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 7.59
Leverage: Yes

Calculated values

Fair value: 6.40
Intrinsic value: 6.62
Implied volatility: -
Historic volatility: 0.36
Parity: 6.62
Time value: -4.10
Break-even: 150.20
Moneyness: 1.53
Premium: -0.21
Premium p.a.: -1.00
Spread abs.: 0.05
Spread %: 1.98%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.47
High: 2.49
Low: 2.47
Previous Close: 2.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.40%
1 Month
  -0.80%
3 Months  
+4.64%
YTD  
+217.95%
1 Year  
+185.06%
3 Years     -
5 Years     -
1W High / 1W Low: 2.49 2.47
1M High / 1M Low: 2.51 2.47
6M High / 6M Low: 2.51 2.20
High (YTD): 11/7/2019 2.51
Low (YTD): 1/3/2019 0.64
52W High: 11/7/2019 2.51
52W Low: 1/3/2019 0.64
Avg. price 1W:   2.48
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   2.41
Avg. volume 6M:   0.00
Avg. price 1Y:   2.03
Avg. volume 1Y:   0.00
Volatility 1M:   4.45%
Volatility 6M:   21.19%
Volatility 1Y:   96.50%
Volatility 3Y:   -