DZ Bank Call 260 SRT3 18.09.2020/  DE000DF7DTX0  /

EUWAX
11/13/2019  2:36:39 PM Chg.+0.030 Bid11/13/2019 Ask11/13/2019 Underlying Strike price Expiration date Option type
0.240EUR +14.29% 0.240
Bid Size: 44,000
0.250
Ask Size: 44,000
SARTORIUS AG VZO O.N... 260.00 EUR 9/18/2020 Call

Master data

WKN: DF7DTX
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 EUR
Maturity: 9/18/2020
Issue date: 9/24/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 73.17
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.37
Parity: -8.44
Time value: 0.24
Break-even: 262.40
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 0.60
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.08
Theta: -0.01
Omega: 5.64
Rho: 0.09
 

Quote data

Open: 0.230
High: 0.240
Low: 0.210
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+41.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.210
1M High / 1M Low: 0.300 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   327.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -