DZ Bank Call 260 SRT3 18.12.2020/  DE000DF3LPD2  /

EUWAX
11/11/2019  6:23:03 PM Chg.- Bid8:10:00 AM Ask8:15:46 AM Underlying Strike price Expiration date Option type
0.430EUR - 0.430
Bid Size: 8,800
0.450
Ask Size: 8,800
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: 39.13
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -8.00
Time value: 0.46
Break-even: 264.60
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 6.52%
Delta: 0.11
Theta: -0.01
Omega: 4.42
Rho: 0.17
 

Quote data

Open: 0.470
High: 0.470
Low: 0.430
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+43.33%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.430
1M High / 1M Low: 0.550 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -