DZ Bank Put 0.96 USDCHF 06.03.202.../  DE000DF5D897  /

EUWAX
10/11/2019  9:42:38 PM Chg.+0.010 Bid9:58:15 PM Ask9:58:15 PM Underlying Strike price Expiration date Option type
0.770EUR +1.32% 0.780
Bid Size: 1,100
0.800
Ask Size: 1,100
CROSSRATE USD/CHF 0.96 CHF 3/6/2020 Put

Master data

WKN: DF5D89
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: -114.69
Leverage: Yes

Calculated values

Fair value: 14.52
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -3.36
Time value: 0.79
Break-even: 0.86
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.53%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.760
High: 0.800
Low: 0.740
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.49%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.860 0.760
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.806
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:   -