DZ Bank Call 160 SRT3 20.12.2019/  DE000DD5C594  /

EUWAX
12/6/2019  1:28:33 PM Chg.-0.08 Bid1:43:49 PM Ask1:43:49 PM Underlying Strike price Expiration date Option type
3.06EUR -2.55% 3.05
Bid Size: 44,000
3.08
Ask Size: 44,000
SARTORIUS AG VZO O.N... 160.00 EUR 12/20/2019 Call

Master data

WKN: DD5C59
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 12/20/2019
Issue date: 2/27/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.96
Leverage: Yes

Calculated values

Fair value: 3.12
Intrinsic value: 3.12
Implied volatility: 0.97
Historic volatility: 0.36
Parity: 3.12
Time value: 0.09
Break-even: 192.10
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 2.49%
Delta: 0.83
Theta: -0.18
Omega: 4.93
Rho: 0.05
 

Quote data

Open: 3.13
High: 3.13
Low: 3.00
Previous Close: 3.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.47%
1 Month  
+24.39%
3 Months  
+21.43%
YTD  
+646.34%
1 Year  
+500.00%
3 Years     -
5 Years     -
1W High / 1W Low: 3.21 2.59
1M High / 1M Low: 3.36 1.80
6M High / 6M Low: 3.68 1.09
High (YTD): 7/23/2019 3.68
Low (YTD): 1/3/2019 0.29
52W High: 7/23/2019 3.68
52W Low: 1/3/2019 0.29
Avg. price 1W:   2.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.57
Avg. volume 1M:   0.00
Avg. price 6M:   2.44
Avg. volume 6M:   10.47
Avg. price 1Y:   1.89
Avg. volume 1Y:   27.49
Volatility 1M:   185.43%
Volatility 6M:   200.16%
Volatility 1Y:   252.85%
Volatility 3Y:   -