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

EUWAX
05/06/2024  19:02:14 Chg.-0.20 Bid20:00:08 Ask20:00:08 Underlying Strike price Expiration date Option type
1.37EUR -12.74% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.87 - 15/11/2024 Put
 

Master data

WKN: DH2593
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.87 -
Maturity: 15/11/2024
Issue date: 05/02/2024
Last trading day: 14/11/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -55.64
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.07
Parity: -2.02
Time value: 1.60
Break-even: 0.85
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.27%
Delta: -0.31
Theta: 0.00
Omega: -17.20
Rho: 0.00
 

Quote data

Open: 1.46
High: 1.46
Low: 1.35
Previous Close: 1.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.18%
1 Month  
+2.24%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 0.85
1M High / 1M Low: 1.57 0.82
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -