Deutsche Bank Put 0.85 USDCHF 15.11.2024
/ DE000DH25953
Deutsche Bank Put 0.85 USDCHF 15..../ DE000DH25953 /
02/08/2024 15:22:18 |
Chg.+0.340 |
Bid19:55:56 |
Ask19:55:56 |
Underlying |
Strike price |
Expiration date |
Option type |
1.310EUR |
+35.05% |
0.310 Bid Size: 20,000 |
0.350 Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.85 - |
15/11/2024 |
Put |
Master data
WKN: |
DH2595 |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.85 - |
Maturity: |
15/11/2024 |
Issue date: |
05/02/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-52.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.07 |
Parity: |
-1.67 |
Time value: |
1.65 |
Break-even: |
0.83 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
1.49 |
Spread abs.: |
0.02 |
Spread %: |
1.23% |
Delta: |
-0.37 |
Theta: |
0.00 |
Omega: |
-19.54 |
Rho: |
0.00 |
Quote data
Open: |
1.060 |
High: |
1.310 |
Low: |
1.050 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+67.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
1.310 |
0.440 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
0.679 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
206.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |