DZ Bank Put 0.985 USDCHF 06.03.20.../  DE000DF5D9E2  /

EUWAX
10/18/2019  9:42:13 PM Chg.+0.13 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
1.95EUR +7.14% 1.97
Bid Size: 1,100
1.99
Ask Size: 1,100
CROSSRATE USD/CHF 0.985 CHF 3/6/2020 Put

Master data

WKN: DF5D9E
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.99 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: -44.99
Leverage: Yes

Calculated values

Fair value: 16.73
Intrinsic value: 0.06
Implied volatility: -
Historic volatility: 0.05
Parity: 0.06
Time value: 1.93
Break-even: 0.88
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.01%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.75
High: 1.95
Low: 1.74
Previous Close: 1.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.45%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.95 1.35
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.61
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:   -