Deutsche Bank Put 0.82 USDCHF 15.11.2024
/ DE000DH25987
Deutsche Bank Put 0.82 USDCHF 15..../ DE000DH25987 /
2024-05-16 9:11:49 AM |
Chg.+0.010 |
Bid10:28:07 AM |
Ask10:28:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
0.240 Bid Size: 20,000 |
0.280 Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.82 - |
2024-11-15 |
Put |
Master data
WKN: |
DH2598 |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.82 - |
Maturity: |
2024-11-15 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-11-14 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-311.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.07 |
Parity: |
-8.22 |
Time value: |
0.29 |
Break-even: |
0.82 |
Moneyness: |
0.91 |
Premium: |
0.09 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.04 |
Spread %: |
16.00% |
Delta: |
-0.08 |
Theta: |
0.00 |
Omega: |
-25.15 |
Rho: |
0.00 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-44.44% |
3 Months |
|
|
-78.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.220 |
1M High / 1M Low: |
0.450 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |