Deutsche Bank Put 0.82 USDCHF 15..../  DE000DH25987  /

EUWAX
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:   -