Deutsche Bank Call 0.95 EURCHF 15.11.2024
/ DE000DH256J8
Deutsche Bank Call 0.95 EURCHF 15.../ DE000DH256J8 /
| 20/09/2024 19:45:38 |
Chg.+0.160 |
Bid19:58:49 |
Ask19:58:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+24.62% |
0.800
Bid Size: 20,000 |
0.820
Ask Size: 20,000 |
CROSSRATE EUR/CHF |
0.95 - |
15/11/2024 |
Call |
Master data
| WKN: |
DH256J |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.95 - |
| Maturity: |
15/11/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
115.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.05 |
| Parity: |
-0.07 |
| Time value: |
0.82 |
| Break-even: |
0.96 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
70.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.630 |
| High: |
0.810 |
| Low: |
0.630 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
-19.80% |
| 3 Months |
|
|
-43.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.520 |
| 1M High / 1M Low: |
1.010 |
0.400 |
| 6M High / 6M Low: |
3.620 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.03% |
| Volatility 6M: |
|
181.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
