DZ Bank Call 260 SRT3 18.12.2020/  DE000DF3LPD2  /

Frankfurt Zert./DZB
11/21/2019  2:06:52 PM Chg.-0.030 Bid2:07:47 PM Ask2:07:47 PM Underlying Strike price Expiration date Option type
0.440EUR -6.38% 0.450
Bid Size: 40,000
0.460
Ask Size: 40,000
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: 37.49
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.37
Parity: -7.63
Time value: 0.49
Break-even: 264.90
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.12
Theta: -0.01
Omega: 4.45
Rho: 0.18
 

Quote data

Open: 0.460
High: 0.460
Low: 0.410
Previous Close: 0.470
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -18.52%
3 Months
  -25.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.540 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -