Deutsche Bank Put 1.39 USD/CAD 18.10.2024
/ DE000DH23ES0
Deutsche Bank Put 1.39 USD/CAD 18.../ DE000DH23ES0 /
| 6/12/2024 8:42:14 AM |
Chg.+0.080 |
Bid9:17:35 AM |
Ask9:17:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
+3.98% |
2.050
Bid Size: 20,000 |
2.070
Ask Size: 20,000 |
- |
1.39 - |
10/18/2024 |
Put |
Master data
| WKN: |
DH23ES |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.39 - |
| Maturity: |
10/18/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
10/17/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-67.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.05 |
| Parity: |
1.42 |
| Time value: |
0.63 |
| Break-even: |
1.37 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-31.21 |
| Rho: |
0.00 |
Quote data
| Open: |
2.090 |
| High: |
2.090 |
| Low: |
2.090 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-18.36% |
| 3 Months |
|
|
-41.94% |
| YTD |
|
|
-60.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
2.000 |
| 1M High / 1M Low: |
2.860 |
2.000 |
| 6M High / 6M Low: |
5.490 |
2.000 |
| High (YTD): |
1/2/2024 |
4.920 |
| Low (YTD): |
6/10/2024 |
2.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.88% |
| Volatility 6M: |
|
98.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
