DZ Bank Call 150 SRT3 20.12.2019/  DE000DD6LAM0  /

EUWAX
12/9/2019  6:00:23 PM Chg.+0.12 Bid9:52:09 PM Ask9:40:54 PM Underlying Strike price Expiration date Option type
4.37EUR +2.82% 4.34
Bid Size: 7,920
4.41
Ask Size: 7,920
SARTORIUS AG VZO O.N... 150.00 EUR 12/20/2019 Call

Master data

WKN: DD6LAM
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 12/20/2019
Issue date: 2/20/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.48
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 4.24
Implied volatility: 1.24
Historic volatility: 0.36
Parity: 4.24
Time value: 0.05
Break-even: 192.90
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 1.86%
Delta: 0.88
Theta: -0.21
Omega: 3.97
Rho: 0.04
 

Quote data

Open: 4.25
High: 4.37
Low: 4.13
Previous Close: 4.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.07%
1 Month  
+32.02%
3 Months  
+47.14%
YTD  
+653.45%
1 Year  
+593.65%
3 Years     -
5 Years     -
1W High / 1W Low: 4.25 3.58
1M High / 1M Low: 4.35 2.69
6M High / 6M Low: 4.56 1.69
High (YTD): 7/23/2019 4.56
Low (YTD): 1/3/2019 0.43
52W High: 7/23/2019 4.56
52W Low: 1/3/2019 0.43
Avg. price 1W:   4.00
Avg. volume 1W:   0.00
Avg. price 1M:   3.59
Avg. volume 1M:   0.00
Avg. price 6M:   3.25
Avg. volume 6M:   0.00
Avg. price 1Y:   2.53
Avg. volume 1Y:   0.00
Volatility 1M:   140.79%
Volatility 6M:   164.61%
Volatility 1Y:   178.21%
Volatility 3Y:   -