DZ Bank Call 170 SRT3 20.12.2019/  DE000DD5PBX8  /

EUWAX
12/13/2019  6:16:14 PM Chg.-0.24 Bid9:57:00 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
1.62EUR -12.90% 1.49
Bid Size: 4,400
1.58
Ask Size: 4,400
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: 9.33
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 1.84
Implied volatility: 0.95
Historic volatility: 0.36
Parity: 1.84
Time value: 0.18
Break-even: 190.20
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.64
Spread abs.: 0.09
Spread %: 4.46%
Delta: 0.78
Theta: -0.36
Omega: 7.30
Rho: 0.02
 

Quote data

Open: 2.07
High: 2.07
Low: 1.41
Previous Close: 1.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.32%
1 Month  
+36.13%
3 Months  
+29.60%
YTD  
+440.00%
1 Year  
+276.74%
3 Years     -
5 Years     -
1W High / 1W Low: 2.38 1.62
1M High / 1M Low: 2.40 1.19
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:   1.96
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   1.42
Avg. volume 1Y:   0.00
Volatility 1M:   238.16%
Volatility 6M:   252.28%
Volatility 1Y:   281.10%
Volatility 3Y:   -