Deutsche Bank Put 1.34 USD/CAD 21.03.2025
/ DE000DH2QWB1
Deutsche Bank Put 1.34 USD/CAD 21.../ DE000DH2QWB1 /
| 31/05/2024 18:58:02 |
Chg.+0.070 |
Bid19:57:11 |
Ask19:57:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+4.93% |
1.510
Bid Size: 20,000 |
1.530
Ask Size: 20,000 |
- |
1.34 - |
21/03/2025 |
Put |
Master data
| WKN: |
DH2QWB |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.34 - |
| Maturity: |
21/03/2025 |
| Issue date: |
16/05/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-89.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.05 |
| Parity: |
-2.26 |
| Time value: |
1.53 |
| Break-even: |
1.32 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
-0.25 |
| Theta: |
0.00 |
| Omega: |
-22.16 |
| Rho: |
0.00 |
Quote data
| Open: |
1.420 |
| High: |
1.530 |
| Low: |
1.400 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.47% |
| 1 Month |
|
|
+1.36% |
| 3 Months |
|
|
-26.24% |
| YTD |
|
|
-55.26% |
| 1 Year |
|
|
-54.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.320 |
| 1M High / 1M Low: |
1.590 |
1.280 |
| 6M High / 6M Low: |
3.530 |
1.280 |
| High (YTD): |
02/01/2024 |
3.090 |
| Low (YTD): |
23/05/2024 |
1.280 |
| 52W High: |
26/06/2023 |
4.180 |
| 52W Low: |
23/05/2024 |
1.280 |
| Avg. price 1W: |
|
1.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.482 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
102.09% |
| Volatility 6M: |
|
90.65% |
| Volatility 1Y: |
|
83.00% |
| Volatility 3Y: |
|
- |
