Deutsche Bank Put 0.87 USDCHF 15.11.2024
/ DE000DH25938
Deutsche Bank Put 0.87 USDCHF 15..../ DE000DH25938 /
| 6/11/2024 6:52:48 PM |
Chg.-0.030 |
Bid7:59:14 PM |
Ask7:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-2.38% |
1.250
Bid Size: 20,000 |
1.270
Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.87 - |
11/15/2024 |
Put |
Master data
| WKN: |
DH2593 |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.87 - |
| Maturity: |
11/15/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-69.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.07 |
| Parity: |
-2.66 |
| Time value: |
1.29 |
| Break-even: |
0.86 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
-0.27 |
| Theta: |
0.00 |
| Omega: |
-19.04 |
| Rho: |
0.00 |
Quote data
| Open: |
1.270 |
| High: |
1.270 |
| Low: |
1.220 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.13% |
| 1 Month |
|
|
+2.50% |
| 3 Months |
|
|
-58.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.260 |
| 1M High / 1M Low: |
1.600 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
