Deutsche Bank Put 0.84 USDCHF 15.11.2024
/ DE000DH25961
Deutsche Bank Put 0.84 USDCHF 15..../ DE000DH25961 /
2024-06-05 11:40:29 AM |
Chg.-0.070 |
Bid11:57:04 AM |
Ask11:57:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-10.00% |
0.640 Bid Size: 20,000 |
0.660 Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.84 - |
2024-11-15 |
Put |
Master data
WKN: |
DH2596 |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.84 - |
Maturity: |
2024-11-15 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-11-14 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-123.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.07 |
Parity: |
-5.02 |
Time value: |
0.72 |
Break-even: |
0.83 |
Moneyness: |
0.94 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
2.86% |
Delta: |
-0.17 |
Theta: |
0.00 |
Omega: |
-21.52 |
Rho: |
0.00 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.630 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+90.91% |
1 Month |
|
|
-3.08% |
3 Months |
|
|
-54.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.330 |
1M High / 1M Low: |
0.700 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.456 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |