Deutsche Bank Call 0.92 EURCHF 21.06.2024
/ DE000DH254M7
Deutsche Bank Call 0.92 EURCHF 21.../ DE000DH254M7 /
| 2024-06-07 3:27:04 PM |
Chg.-0.020 |
Bid3:46:43 PM |
Ask3:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.030EUR |
-0.40% |
5.080
Bid Size: 20,000 |
5.100
Ask Size: 20,000 |
CROSSRATE EUR/CHF |
0.92 - |
2024-06-21 |
Call |
Master data
| WKN: |
DH254M |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.92 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.05 |
| Parity: |
4.84 |
| Time value: |
0.28 |
| Break-even: |
0.97 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
17.33 |
| Rho: |
0.00 |
Quote data
| Open: |
4.940 |
| High: |
5.030 |
| Low: |
4.890 |
| Previous Close: |
5.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.18% |
| 1 Month |
|
|
-9.37% |
| 3 Months |
|
|
+30.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.930 |
4.780 |
| 1M High / 1M Low: |
7.070 |
4.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
