Deutsche Bank Put 0.87 USDCHF 15..../  DE000DH25938  /

EUWAX
2024-05-15  7:02:35 PM Chg.+0.06 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
1.21EUR +5.22% -
Bid Size: -
-
Ask Size: -
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: -78.83
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.07
Parity: -3.65
Time value: 1.15
Break-even: 0.86
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.77%
Delta: -0.23
Theta: 0.00
Omega: -18.46
Rho: 0.00
 

Quote data

Open: 1.18
High: 1.21
Low: 1.13
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.83%
1 Month
  -14.18%
3 Months
  -62.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.21 1.14
1M High / 1M Low: 1.41 1.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -