Deutsche Bank Put 0.86 USDCHF 15.11.2024
/ DE000DH25946
Deutsche Bank Put 0.86 USDCHF 15..../ DE000DH25946 /
| 2024-05-16 11:02:25 AM |
Chg.0.000 |
Bid11:46:54 AM |
Ask11:46:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
0.00% |
0.940
Bid Size: 20,000 |
0.960
Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.86 - |
2024-11-15 |
Put |
Master data
| WKN: |
DH2594 |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.86 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-93.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.07 |
| Parity: |
-4.22 |
| Time value: |
0.97 |
| Break-even: |
0.85 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-19.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.940 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.26% |
| 3 Months |
|
|
-63.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.890 |
| 1M High / 1M Low: |
1.150 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
