DZ Bank Call 180 SRT3 20.12.2019/  DE000DD5QT72  /

EUWAX
12/13/2019  6:15:22 PM Chg.-0.210 Bid9:57:00 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
0.720EUR -22.58% 0.630
Bid Size: 4,400
0.650
Ask Size: 4,400
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: 28.38
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.45
Implied volatility: 0.51
Historic volatility: 0.36
Parity: 0.45
Time value: 0.20
Break-even: 186.50
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.62
Theta: -0.25
Omega: 17.47
Rho: 0.02
 

Quote data

Open: 1.110
High: 1.110
Low: 0.540
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.86%
1 Month  
+26.32%
3 Months
  -11.11%
YTD  
+176.92%
1 Year  
+105.71%
3 Years     -
5 Years     -
1W High / 1W Low: 1.420 0.720
1M High / 1M Low: 1.500 0.570
6M High / 6M Low: 2.180 0.380
High (YTD): 7/23/2019 2.180
Low (YTD): 1/23/2019 0.180
52W High: 7/23/2019 2.180
52W Low: 1/23/2019 0.180
Avg. price 1W:   1.032
Avg. volume 1W:   0.000
Avg. price 1M:   1.011
Avg. volume 1M:   0.000
Avg. price 6M:   1.168
Avg. volume 6M:   0.000
Avg. price 1Y:   1.016
Avg. volume 1Y:   0.000
Volatility 1M:   361.57%
Volatility 6M:   315.85%
Volatility 1Y:   311.99%
Volatility 3Y:   -