DZ Bank Call 170 SRT3 20.12.2019/  DE000DD5PBX8  /

EUWAX
12/11/2019  6:27:59 PM Chg.-0.14 Bid7:04:06 PM Ask7:04:06 PM Underlying Strike price Expiration date Option type
1.91EUR -6.83% 1.91
Bid Size: 9,680
1.97
Ask Size: 9,680
SARTORIUS AG VZO O.N... 170.00 EUR 12/20/2019 Call

Master data

WKN: DD5PBX
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 12/20/2019
Issue date: 3/9/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.91
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.97
Implied volatility: 0.88
Historic volatility: 0.36
Parity: 1.97
Time value: 0.16
Break-even: 191.30
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.41
Spread abs.: 0.08
Spread %: 3.76%
Delta: 0.78
Theta: -0.27
Omega: 6.97
Rho: 0.03
 

Quote data

Open: 2.01
High: 2.01
Low: 1.73
Previous Close: 2.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.35%
1 Month  
+37.41%
3 Months  
+39.42%
YTD  
+536.67%
1 Year  
+377.50%
3 Years     -
5 Years     -
1W High / 1W Low: 2.38 2.05
1M High / 1M Low: 2.40 1.05
6M High / 6M Low: 2.88 0.66
High (YTD): 7/23/2019 2.88
Low (YTD): 1/23/2019 0.23
52W High: 7/23/2019 2.88
52W Low: 1/23/2019 0.23
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.76
Avg. volume 6M:   0.00
Avg. price 1Y:   1.41
Avg. volume 1Y:   0.00
Volatility 1M:   261.72%
Volatility 6M:   251.59%
Volatility 1Y:   281.69%
Volatility 3Y:   -