Deutsche Bank Call 0.905 USDCHF 1.../  DE000DH3F6N5  /

EUWAX
2024-06-24  7:02:06 PM Chg.-0.030 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.380EUR -7.32% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.905 - 2024-08-16 Call
 

Master data

WKN: DH3F6N
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.91 -
Maturity: 2024-08-16
Issue date: 2024-05-23
Last trading day: 2024-08-15
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 207.97
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.07
Parity: -1.07
Time value: 0.43
Break-even: 0.91
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.37
Theta: 0.00
Omega: 76.40
Rho: 0.00
 

Quote data

Open: 0.390
High: 0.400
Low: 0.360
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month
  -66.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.240
1M High / 1M Low: 1.130 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   378.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -