DZ Bank Call 200 SRT3 20.12.2019/  DE000DD8P129  /

EUWAX
12/6/2019  6:14:15 PM Chg.+0.020 Bid9:57:00 PM Ask9:58:16 PM Underlying Strike price Expiration date Option type
0.160EUR +14.29% 0.150
Bid Size: 4,400
0.180
Ask Size: 4,400
SARTORIUS AG VZO O.N... 200.00 EUR 12/20/2019 Call

Master data

WKN: DD8P12
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 12/20/2019
Issue date: 5/24/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 112.47
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.36
Parity: -0.88
Time value: 0.17
Break-even: 201.70
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 3.03
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.21
Theta: -0.10
Omega: 24.17
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.160
Low: 0.100
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -23.81%
3 Months
  -71.43%
YTD  
+14.29%
1 Year
  -11.11%
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.049
1M High / 1M Low: 0.280 0.049
6M High / 6M Low: 1.140 0.049
High (YTD): 6/18/2019 1.140
Low (YTD): 12/2/2019 0.049
52W High: 6/18/2019 1.140
52W Low: 12/2/2019 0.049
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.477
Avg. volume 6M:   93.023
Avg. price 1Y:   0.445
Avg. volume 1Y:   47.809
Volatility 1M:   863.73%
Volatility 6M:   483.60%
Volatility 1Y:   477.39%
Volatility 3Y:   -