DZ Bank Call 190 SRT3 20.12.2019/  DE000DD6VK16  /

EUWAX
12/6/2019  6:11:08 PM Chg.+0.050 Bid6:15:17 PM Ask6:15:17 PM Underlying Strike price Expiration date Option type
0.580EUR +9.43% 0.580
Bid Size: 9,680
0.600
Ask Size: 9,680
SARTORIUS AG VZO O.N... 190.00 EUR 12/20/2019 Call

Master data

WKN: DD6VK1
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 190.00 EUR
Maturity: 12/20/2019
Issue date: 4/17/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.14
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.12
Implied volatility: 0.44
Historic volatility: 0.36
Parity: 0.12
Time value: 0.44
Break-even: 195.60
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.81
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.47
Theta: -0.13
Omega: 15.92
Rho: 0.03
 

Quote data

Open: 0.520
High: 0.580
Low: 0.430
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.69%
1 Month  
+23.40%
3 Months
  -33.33%
YTD  
+262.50%
1 Year  
+163.64%
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.270
1M High / 1M Low: 0.760 0.200
6M High / 6M Low: 1.570 0.200
High (YTD): 7/23/2019 1.570
Low (YTD): 1/23/2019 0.100
52W High: 7/23/2019 1.570
52W Low: 1/23/2019 0.100
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.757
Avg. volume 6M:   0.000
Avg. price 1Y:   0.647
Avg. volume 1Y:   0.000
Volatility 1M:   601.71%
Volatility 6M:   383.66%
Volatility 1Y:   372.23%
Volatility 3Y:   -