Deutsche Bank Call 0.95 EURCHF 19.../  DE000DH25524  /

EUWAX
20/06/2024  19:02:37 Chg.+0.150 Bid22:00:04 Ask22:00:04 Underlying Strike price Expiration date Option type
0.950EUR +18.75% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 0.95 - 19/07/2024 Call
 

Master data

WKN: DH2552
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 -
Maturity: 19/07/2024
Issue date: 05/02/2024
Last trading day: 18/07/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 115.89
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.03
Implied volatility: 0.06
Historic volatility: 0.05
Parity: 0.03
Time value: 0.79
Break-even: 0.96
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.57
Theta: 0.00
Omega: 66.65
Rho: 0.00
 

Quote data

Open: 0.750
High: 1.140
Low: 0.730
Previous Close: 0.800
Turnover: 3,500
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.10%
1 Month
  -72.93%
3 Months
  -47.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 0.780
1M High / 1M Low: 3.890 0.780
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.040
Avg. volume 1W:   0.000
Avg. price 1M:   2.432
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -