Deutsche Bank Call 0.94 USDCHF 18.../  DE000DC89MY3  /

EUWAX
10/19/2020  5:08:24 PM Chg.-0.090 Bid5:29:17 PM Ask5:29:17 PM Underlying Strike price Expiration date Option type
0.200EUR -31.03% 0.210
Bid Size: 20,000
0.240
Ask Size: 20,000
CROSSRATE USD/CHF 0.94 CHF 12/18/2020 Call

Master data

WKN: DC89MY
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.94 CHF
Maturity: 12/18/2020
Issue date: 6/24/2020
Last trading day: 12/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 266.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.06
Parity: -2.33
Time value: 0.32
Break-even: 0.88
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.10
Theta: 0.00
Omega: 25.77
Rho: 0.00
 

Quote data

Open: 0.290
High: 0.290
Low: 0.200
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -55.56%
3 Months
  -84.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.840 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -