DZ Bank Call 260 SRT3 18.12.2020/  DE000DF3LPD2  /

EUWAX
11/19/2019  6:30:24 PM Chg.+0.010 Bid6:30:24 PM Ask6:30:24 PM Underlying Strike price Expiration date Option type
0.460EUR +2.22% 0.460
Bid Size: 9,680
0.480
Ask Size: 9,680
SARTORIUS AG VZO O.N... 260.00 EUR 12/18/2020 Call

Master data

WKN: DF3LPD
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 EUR
Maturity: 12/18/2020
Issue date: 6/11/2019
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.91
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -7.71
Time value: 0.47
Break-even: 264.70
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.12
Theta: -0.01
Omega: 4.51
Rho: 0.18
 

Quote data

Open: 0.470
High: 0.480
Low: 0.440
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.32%
1 Month  
+31.43%
3 Months
  -4.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.370
1M High / 1M Low: 0.550 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -