DZ Bank Put 1 USDCHF 06.03.2020/  DE000DF5D9H5  /

EUWAX
10/23/2019  3:40:57 PM Chg.-0.05 Bid4:04:20 PM Ask4:04:20 PM Underlying Strike price Expiration date Option type
2.53EUR -1.94% 2.54
Bid Size: 11,000
2.56
Ask Size: 11,000
CROSSRATE USD/CHF 1.00 CHF 3/6/2020 Put

Master data

WKN: DF5D9H
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: -31.76
Leverage: Yes

Calculated values

Fair value: 16.92
Intrinsic value: 0.95
Implied volatility: -
Historic volatility: 0.05
Parity: 0.95
Time value: 1.88
Break-even: 0.88
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.71%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.57
High: 2.57
Low: 2.50
Previous Close: 2.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -11.54%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.94 2.31
1M High / 1M Low: 3.25 2.08
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   2.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -