Deutsche Bank Put 0.85 USDCHF 15..../  DE000DH25953  /

Frankfurt Zert./DBK
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:   -