DZ Bank Put 0.965 USDCHF 06.03.20.../  DE000DF5D9A0  /

EUWAX
10/14/2019  9:43:42 PM Chg.-0.080 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.800EUR -9.09% 0.800
Bid Size: 1,100
0.820
Ask Size: 1,100
CROSSRATE USD/CHF 0.965 CHF 3/6/2020 Put

Master data

WKN: DF5D9A
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.97 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: -99.56
Leverage: Yes

Calculated values

Fair value: 15.09
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -2.90
Time value: 0.91
Break-even: 0.87
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.20%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.900
High: 0.900
Low: 0.800
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.53%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.990 0.880
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.926
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:   -