Deutsche Bank Call 0.89 USDCHF 19.../  DE000DH257Q1  /

EUWAX
2024-06-24  4:04:35 PM Chg.-0.120 Bid4:27:29 PM Ask4:27:29 PM Underlying Strike price Expiration date Option type
0.610EUR -16.44% 0.650
Bid Size: 20,000
0.690
Ask Size: 20,000
CROSSRATE USD/CHF 0.89 - 2024-07-19 Call
 

Master data

WKN: DH257Q
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.89 -
Maturity: 2024-07-19
Issue date: 2024-02-05
Last trading day: 2024-07-18
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 116.14
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.43
Implied volatility: 0.04
Historic volatility: 0.07
Parity: 0.43
Time value: 0.34
Break-even: 0.90
Moneyness: 1.00
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 5.48%
Delta: 0.76
Theta: 0.00
Omega: 88.81
Rho: 0.00
 

Quote data

Open: 0.670
High: 0.700
Low: 0.610
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.61%
1 Month
  -72.40%
3 Months
  -52.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.390
1M High / 1M Low: 2.210 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   1.054
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   426.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -