Deutsche Bank Put 0.87 USDCHF 18.10.2024
/ DE000DH258N6
Deutsche Bank Put 0.87 USDCHF 18..../ DE000DH258N6 /
2024-05-16 2:32:48 PM |
Chg.-0.030 |
Bid2:44:43 PM |
Ask2:44:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
-3.16% |
0.920 Bid Size: 20,000 |
0.940 Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.87 - |
2024-10-18 |
Put |
Master data
WKN: |
DH258N |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.87 - |
Maturity: |
2024-10-18 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-10-17 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-91.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.07 |
Parity: |
-3.22 |
Time value: |
0.99 |
Break-even: |
0.86 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
-0.23 |
Theta: |
0.00 |
Omega: |
-21.39 |
Rho: |
0.00 |
Quote data
Open: |
0.990 |
High: |
1.000 |
Low: |
0.920 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.16% |
1 Month |
|
|
-14.81% |
3 Months |
|
|
-67.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.870 |
1M High / 1M Low: |
1.130 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.963 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |