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

EUWAX
10/22/2019  8:56:03 AM Chg.-0.03 Bid10:37:33 AM Ask10:37:33 AM Underlying Strike price Expiration date Option type
0.98EUR -2.97% 0.93
Bid Size: 11,000
0.95
Ask Size: 11,000
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: -87.08
Leverage: Yes

Calculated values

Fair value: 13.66
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -1.90
Time value: 1.03
Break-even: 0.87
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.94%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.98
High: 0.98
Low: 0.98
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.10 0.77
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
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:   -