DZ Bank Put 0.945 USDCHF 06.03.20.../  DE000DF5D863  /

EUWAX
10/23/2019  9:41:29 PM Chg.-0.020 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.480EUR -4.00% 0.470
Bid Size: 1,100
0.490
Ask Size: 1,100
CROSSRATE USD/CHF 0.945 CHF 3/6/2020 Put

Master data

WKN: DF5D86
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.95 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: -172.86
Leverage: Yes

Calculated values

Fair value: 11.05
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -4.05
Time value: 0.52
Break-even: 0.85
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 3.85%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.490
High: 0.500
Low: 0.460
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -31.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.480
1M High / 1M Low: 0.840 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.582
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -