DZ Bank Put 0.865 USDCHF 06.03.20.../  DE000DF5D8Q8  /

EUWAX
10/18/2019  9:42:20 PM Chg.+0.002 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
0.069EUR +2.99% 0.069
Bid Size: 1,100
0.089
Ask Size: 1,100
CROSSRATE USD/CHF 0.865 CHF 3/6/2020 Put

Master data

WKN: DF5D8Q
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.87 CHF
Maturity: 3/6/2020
Issue date: 9/23/2019
Last trading day: 3/5/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -1,033.17
Leverage: Yes

Calculated values

Fair value: 4.05
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -11.18
Time value: 0.09
Break-even: 0.79
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 22.99%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.060
High: 0.069
Low: 0.059
Previous Close: 0.067
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.81%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.067 0.054
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -