DZ Bank Call 260 SRT3 18.06.2021/  DE000DF329B2  /

Frankfurt Zert./DZB
11/18/2019  9:43:49 PM Chg.+0.040 Bid8:10:00 AM Ask8:10:00 AM Underlying Strike price Expiration date Option type
0.870EUR +4.82% 0.870
Bid Size: 8,000
0.900
Ask Size: 8,000
SARTORIUS AG VZO O.N... 260.00 EUR 6/18/2021 Call

Master data

WKN: DF329B
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 EUR
Maturity: 6/18/2021
Issue date: 6/25/2019
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.09
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.37
Parity: -8.07
Time value: 0.85
Break-even: 268.50
Moneyness: 0.69
Premium: 0.50
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 3.53%
Delta: 0.16
Theta: 0.00
Omega: 3.33
Rho: 0.31
 

Quote data

Open: 0.830
High: 0.890
Low: 0.830
Previous Close: 0.830
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+14.47%
1 Month  
+31.82%
3 Months  
+11.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.760
1M High / 1M Low: 0.920 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.816
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -