Deutsche Bank Put 0.87 USDCHF 15.11.2024
/ DE000DH25938
Deutsche Bank Put 0.87 USDCHF 15..../ DE000DH25938 /
2024-05-16 10:53:47 AM |
Chg.+0.020 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+1.68% |
1.210 Bid Size: 20,000 |
1.230 Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.87 - |
2024-11-15 |
Put |
Master data
WKN: |
DH2593 |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.87 - |
Maturity: |
2024-11-15 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-11-14 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-72.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.07 |
Parity: |
-3.22 |
Time value: |
1.24 |
Break-even: |
0.86 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.64% |
Delta: |
-0.25 |
Theta: |
0.00 |
Omega: |
-18.18 |
Rho: |
0.00 |
Quote data
Open: |
1.240 |
High: |
1.260 |
Low: |
1.210 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.83% |
1 Month |
|
|
-7.63% |
3 Months |
|
|
-63.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
1.120 |
1M High / 1M Low: |
1.400 |
1.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.213 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |