Deutsche Bank Put 0.83 USDCHF 15..../  DE000DH25979  /

EUWAX
6/4/2024  7:02:24 PM Chg.- Bid8:34:24 AM Ask8:34:24 AM Underlying Strike price Expiration date Option type
0.510EUR - 0.470
Bid Size: 20,000
0.490
Ask Size: 20,000
CROSSRATE USD/CHF 0.83 - 11/15/2024 Put
 

Master data

WKN: DH2597
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.83 -
Maturity: 11/15/2024
Issue date: 2/5/2024
Last trading day: 11/14/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -213.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.07
Parity: -6.57
Time value: 0.42
Break-even: 0.83
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 5.00%
Delta: -0.12
Theta: 0.00
Omega: -24.66
Rho: 0.00
 

Quote data

Open: 0.390
High: 0.510
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+168.42%
1 Month  
+4.08%
3 Months
  -54.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.190
1M High / 1M Low: 0.510 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -