DZ Bank Call 260 SRT3 20.03.2020/  DE000DF32854  /

Frankfurt Zert./DZB
11/1/2019  2:38:14 PM Chg.+0.015 Bid9:57:00 PM Ask11/1/2019 Underlying Strike price Expiration date Option type
0.029EUR +107.14% 0.016
Bid Size: 4,000
-
Ask Size: -
SARTORIUS AG VZO O.N... 260.00 - 3/20/2020 Call

Master data

WKN: DF3285
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 3/20/2020
Issue date: 6/25/2019
Last trading day: 11/1/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 425.35
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.37
Parity: -7.71
Time value: 0.04
Break-even: 260.43
Moneyness: 0.70
Premium: 0.42
Premium p.a.: 1.88
Spread abs.: 0.03
Spread %: 62.79%
Delta: 0.03
Theta: -0.01
Omega: 11.57
Rho: 0.02
 

Quote data

Open: 0.011
High: 0.029
Low: 0.011
Previous Close: 0.014
Turnover: 0.000
Market phase: DEL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+61.11%
3 Months
  -67.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.038 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,002.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -