DZ Bank Put 170 SRT3 20.12.2019/  DE000DF2A4P5  /

EUWAX
12/11/2019  5:10:44 PM Chg.-0.003 Bid5:36:10 PM Ask5:36:10 PM Underlying Strike price Expiration date Option type
0.058EUR -4.92% 0.053
Bid Size: 9,680
0.073
Ask Size: 9,680
SARTORIUS AG VZO O.N... 170.00 EUR 12/20/2019 Put

Master data

WKN: DF2A4P
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 170.00 EUR
Maturity: 12/20/2019
Issue date: 4/12/2019
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -223.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.36
Parity: -1.97
Time value: 0.09
Break-even: 169.15
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 63.80
Spread abs.: 0.03
Spread %: 31.76%
Delta: -0.11
Theta: -0.19
Omega: -24.25
Rho: -0.01
 

Quote data

Open: 0.060
High: 0.064
Low: 0.058
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -82.42%
3 Months
  -95.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.061 0.010
1M High / 1M Low: 0.460 0.010
6M High / 6M Low: 1.690 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.884
Avg. volume 6M:   23.077
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,826.82%
Volatility 6M:   752.20%
Volatility 1Y:   -
Volatility 3Y:   -