Deutsche Bank Put 0.85 USDCHF 15.11.2024
/ DE000DH25953
Deutsche Bank Put 0.85 USDCHF 15..../ DE000DH25953 /
| 06/06/2024 09:39:40 |
Chg.+0.030 |
Bid10:04:13 |
Ask10:04:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+3.75% |
0.810
Bid Size: 20,000 |
0.830
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: |
-107.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.07 |
| Parity: |
-4.35 |
| Time value: |
0.83 |
| Break-even: |
0.84 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
-0.20 |
| Theta: |
0.00 |
| Omega: |
-21.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.820 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.87% |
| 1 Month |
|
|
+6.41% |
| 3 Months |
|
|
-52.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.620 |
| 1M High / 1M Low: |
0.930 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
