Deutsche Bank Call 0.92 EURCHF 21.06.2024
/ DE000DH254M7
Deutsche Bank Call 0.92 EURCHF 21.../ DE000DH254M7 /
20/06/2024 11:02:18 |
Chg.+0.34 |
Bid11:19:14 |
Ask11:19:14 |
Underlying |
Strike price |
Expiration date |
Option type |
3.48EUR |
+10.83% |
3.58 Bid Size: 20,000 |
3.60 Ask Size: 20,000 |
CROSSRATE EUR/CHF |
0.92 - |
21/06/2024 |
Call |
Master data
WKN: |
DH254M |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
CROSSRATE EUR/CHF |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.92 - |
Maturity: |
21/06/2024 |
Issue date: |
05/02/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
30.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.04 |
Intrinsic value: |
3.03 |
Implied volatility: |
0.50 |
Historic volatility: |
0.05 |
Parity: |
3.03 |
Time value: |
0.13 |
Break-even: |
0.95 |
Moneyness: |
1.03 |
Premium: |
0.00 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.02 |
Spread %: |
0.64% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
26.93 |
Rho: |
0.00 |
Quote data
Open: |
2.99 |
High: |
3.48 |
Low: |
2.99 |
Previous Close: |
3.14 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.12% |
1 Month |
|
|
-47.43% |
3 Months |
|
|
-21.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.10 |
3.03 |
1M High / 1M Low: |
7.06 |
3.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |