DZ Bank Call 260 SRT3 18.09.2020/  DE000DF7DTX0  /

EUWAX
11/14/2019  2:23:54 PM Chg.-0.010 Bid2:35:39 PM Ask2:35:39 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.230
Bid Size: 44,000
0.240
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: 64.07
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.37
Parity: -8.06
Time value: 0.28
Break-even: 262.80
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.09
Theta: -0.01
Omega: 5.50
Rho: 0.11
 

Quote data

Open: 0.250
High: 0.260
Low: 0.240
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+14.29%
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:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   324.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -