Deutsche Bank Put 1.41 USD/CAD 16.08.2024
/ DE000DH23EG5
Deutsche Bank Put 1.41 USD/CAD 16.../ DE000DH23EG5 /
5/21/2024 7:53:12 PM |
Chg.-0.190 |
Bid7:59:04 PM |
Ask7:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.350EUR |
-5.37% |
3.360 Bid Size: 20,000 |
3.380 Ask Size: 20,000 |
- |
1.41 - |
8/16/2024 |
Put |
Master data
WKN: |
DH23EG |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1.41 - |
Maturity: |
8/16/2024 |
Issue date: |
12/7/2023 |
Last trading day: |
8/15/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-38.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.77 |
Intrinsic value: |
4.75 |
Implied volatility: |
0.03 |
Historic volatility: |
0.05 |
Parity: |
4.75 |
Time value: |
-1.21 |
Break-even: |
1.37 |
Moneyness: |
1.03 |
Premium: |
-0.01 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.57% |
Delta: |
-0.94 |
Theta: |
0.00 |
Omega: |
-36.15 |
Rho: |
0.00 |
Quote data
Open: |
3.430 |
High: |
3.510 |
Low: |
3.280 |
Previous Close: |
3.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.47% |
1 Month |
|
|
+0.90% |
3 Months |
|
|
-27.80% |
YTD |
|
|
-45.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.660 |
3.350 |
1M High / 1M Low: |
3.660 |
2.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/2/2024 |
5.950 |
Low (YTD): |
4/17/2024 |
2.840 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |