DZ Bank Put 0.99 USDCHF 06.03.202.../  DE000DF5D9F9  /

EUWAX
10/15/2019  8:39:22 AM Chg.+0.03 Bid8:47:35 AM Ask8:47:35 AM Underlying Strike price Expiration date Option type
1.65EUR +1.85% 1.66
Bid Size: 11,000
1.68
Ask Size: 11,000
CROSSRATE USD/CHF 0.99 CHF 3/6/2020 Put

Master data

WKN: DF5D9F
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: -55.63
Leverage: Yes

Calculated values

Fair value: 17.68
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.05
Parity: -0.65
Time value: 1.63
Break-even: 0.88
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.23%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.65
High: 1.65
Low: 1.65
Previous Close: 1.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.82%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.96 1.62
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
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:   -