DZ Bank Put 0.955 USDCHF 06.03.20.../  DE000DF5D889  /

EUWAX
10/21/2019  5:51:03 PM Chg.-0.090 Bid6:06:28 PM Ask6:06:28 PM Underlying Strike price Expiration date Option type
0.730EUR -10.98% 0.750
Bid Size: 8,800
0.770
Ask Size: 8,800
CROSSRATE USD/CHF 0.955 CHF 3/6/2020 Put

Master data

WKN: DF5D88
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.96 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: -105.34
Leverage: Yes

Calculated values

Fair value: 12.85
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -2.67
Time value: 0.85
Break-even: 0.86
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.35%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.770
High: 0.790
Low: 0.730
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.580
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
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:   -