Deutsche Bank Put 1.4 USD/CAD 18.10.2024
/ DE000DH23ER2
Deutsche Bank Put 1.4 USD/CAD 18..../ DE000DH23ER2 /
| 11/06/2024 19:57:18 |
Chg.+0.020 |
Bid19:57:28 |
Ask19:57:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.500EUR |
+0.81% |
2.510
Bid Size: 20,000 |
2.530
Ask Size: 20,000 |
- |
1.40 - |
18/10/2024 |
Put |
Master data
| WKN: |
DH23ER |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.40 - |
| Maturity: |
18/10/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
17/10/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-54.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.05 |
| Parity: |
2.42 |
| Time value: |
0.12 |
| Break-even: |
1.37 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-29.00 |
| Rho: |
0.00 |
Quote data
| Open: |
2.520 |
| High: |
2.520 |
| Low: |
2.420 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.68% |
| 1 Month |
|
|
-18.57% |
| 3 Months |
|
|
-40.48% |
| YTD |
|
|
-56.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.950 |
2.480 |
| 1M High / 1M Low: |
3.400 |
2.480 |
| 6M High / 6M Low: |
6.030 |
2.480 |
| High (YTD): |
02/01/2024 |
5.560 |
| Low (YTD): |
10/06/2024 |
2.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.957 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.79% |
| Volatility 6M: |
|
86.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
