DZ Bank Put 0.995 USDCHF 06.03.20.../  DE000DF5D9G7  /

EUWAX
10/23/2019  9:41:32 PM Chg.-0.09 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
2.14EUR -4.04% 2.13
Bid Size: 1,100
2.15
Ask Size: 1,100
CROSSRATE USD/CHF 0.995 CHF 3/6/2020 Put

Master data

WKN: DF5D9G
Issuer: DZ Bank AG
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 1.00 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: -40.13
Leverage: Yes

Calculated values

Fair value: 16.39
Intrinsic value: 0.49
Implied volatility: -
Historic volatility: 0.05
Parity: 0.49
Time value: 1.75
Break-even: 0.88
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.89%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.21
High: 2.22
Low: 2.08
Previous Close: 2.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.54%
1 Month
  -15.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.57 1.99
1M High / 1M Low: 2.91 1.79
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.33
Avg. volume 1W:   0.00
Avg. price 1M:   2.25
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -