Deutsche Bank Put 0.81 USDCHF 15..../  DE000DH25995  /

EUWAX
2024-05-15  7:02:37 PM Chg.- Bid8:00:00 AM Ask8:00:00 AM Underlying Strike price Expiration date Option type
0.140EUR - 0.150
Bid Size: 20,000
0.190
Ask Size: 20,000
CROSSRATE USD/CHF 0.81 - 2024-11-15 Put
 

Master data

WKN: DH2599
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.81 -
Maturity: 2024-11-15
Issue date: 2024-02-05
Last trading day: 2024-11-14
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -533.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.07
Parity: -9.65
Time value: 0.17
Break-even: 0.81
Moneyness: 0.89
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 30.77%
Delta: -0.05
Theta: 0.00
Omega: -27.69
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -56.25%
3 Months
  -84.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.320 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -