DZ Bank Put 180 SRT3 20.12.2019/  DE000DF24Q12  /

EUWAX
12/16/2019  1:16:58 PM Chg.-0.030 Bid1:35:54 PM Ask1:35:54 PM Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.130
Bid Size: 44,000
0.140
Ask Size: 44,000
SARTORIUS AG VZO O.N... 180.00 EUR 12/20/2019 Put

Master data

WKN: DF24Q1
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 180.00 EUR
Maturity: 12/20/2019
Issue date: 5/20/2019
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -80.22
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.36
Parity: -0.45
Time value: 0.23
Break-even: 177.70
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 26.18
Spread abs.: 0.03
Spread %: 13.04%
Delta: -0.34
Theta: -0.53
Omega: -27.66
Rho: -0.01
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -79.71%
3 Months
  -93.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.530 0.100
6M High / 6M Low: 2.460 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   1.302
Avg. volume 6M:   100.775
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   422.68%
Volatility 6M:   253.84%
Volatility 1Y:   -
Volatility 3Y:   -