DZ Bank Call 180 SRT3 20.12.2019/  DE000DD5QT72  /

EUWAX
12/5/2019  3:22:36 PM Chg.-0.04 Bid4:07:14 PM Ask4:07:14 PM Underlying Strike price Expiration date Option type
1.28EUR -3.03% 1.20
Bid Size: 44,000
1.22
Ask Size: 44,000
SARTORIUS AG VZO O.N... 180.00 EUR 12/20/2019 Call

Master data

WKN: DD5QT7
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 180.00 EUR
Maturity: 12/20/2019
Issue date: 3/13/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.81
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.19
Implied volatility: 0.59
Historic volatility: 0.37
Parity: 1.19
Time value: 0.20
Break-even: 193.90
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.06
Spread %: 4.32%
Delta: 0.67
Theta: -0.14
Omega: 9.25
Rho: 0.05
 

Quote data

Open: 1.33
High: 1.37
Low: 1.28
Previous Close: 1.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.56%
1 Month  
+66.23%
3 Months
  -5.19%
YTD  
+392.31%
1 Year  
+178.26%
3 Years     -
5 Years     -
1W High / 1W Low: 1.32 0.82
1M High / 1M Low: 1.50 0.50
6M High / 6M Low: 2.18 0.38
High (YTD): 7/23/2019 2.18
Low (YTD): 1/23/2019 0.18
52W High: 7/23/2019 2.18
52W Low: 1/23/2019 0.18
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   0.90
Avg. volume 1M:   0.00
Avg. price 6M:   1.19
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   0.00
Volatility 1M:   390.88%
Volatility 6M:   311.99%
Volatility 1Y:   312.79%
Volatility 3Y:   -