DZ Bank Put 190 SRT3 20.12.2019/  DE000DF329D8  /

EUWAX
12/11/2019  8:20:54 AM Chg.-0.020 Bid9:36:07 AM Ask9:36:07 AM Underlying Strike price Expiration date Option type
0.420EUR -4.55% 0.520
Bid Size: 44,000
0.530
Ask Size: 44,000
SARTORIUS AG VZO O.N... 190.00 EUR 12/20/2019 Put

Master data

WKN: DF329D
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 190.00 EUR
Maturity: 12/20/2019
Issue date: 6/25/2019
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -40.36
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.03
Implied volatility: 0.28
Historic volatility: 0.36
Parity: 0.03
Time value: 0.44
Break-even: 185.30
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 1.53
Spread abs.: 0.03
Spread %: 6.38%
Delta: -0.61
Theta: -0.33
Omega: -24.43
Rho: -0.03
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month
  -68.18%
3 Months
  -83.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.320
1M High / 1M Low: 1.670 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   369.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -