Deutsche Bank Call 0.94 EURCHF/  DE000DH254P0  /

Frankfurt Zert./DBK
6/20/2024  8:39:13 AM Chg.-0.160 Bid7:52:44 PM Ask7:52:44 PM Underlying Strike price Expiration date Option type
0.980EUR -14.04% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 0.94 - 6/21/2024 Call
 

Master data

WKN: DH254P
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.94 -
Maturity: 6/21/2024
Issue date: 2/5/2024
Last trading day: 6/20/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 82.63
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.03
Implied volatility: 0.23
Historic volatility: 0.05
Parity: 1.03
Time value: 0.12
Break-even: 0.95
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 1.77%
Delta: 0.82
Theta: 0.00
Omega: 67.60
Rho: 0.00
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -79.06%
3 Months
  -69.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.610 0.980
1M High / 1M Low: 5.050 0.980
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.248
Avg. volume 1W:   0.000
Avg. price 1M:   3.164
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -