DZ Bank Put 0.98 USDCHF 06.03.202.../  DE000DF5D9D4  /

EUWAX
10/23/2019  9:41:32 PM Chg.-0.05 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.38EUR -3.50% 1.36
Bid Size: 1,100
1.38
Ask Size: 1,100
CROSSRATE USD/CHF 0.98 CHF 3/6/2020 Put

Master data

WKN: DF5D9D
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.98 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: -61.99
Leverage: Yes

Calculated values

Fair value: 14.79
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -0.87
Time value: 1.45
Break-even: 0.88
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.38%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.42
High: 1.43
Low: 1.34
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.15%
1 Month
  -20.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.70 1.30
1M High / 1M Low: 2.01 1.17
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -