Deutsche Bank Call 0.94 USDCHF 19.../  DE000DC89NU9  /

EUWAX
11/26/2020  7:03:51 PM Chg.-0.030 Bid7:53:17 PM Ask7:53:17 PM Underlying Strike price Expiration date Option type
0.250EUR -10.71% 0.250
Bid Size: 20,000
0.270
Ask Size: 20,000
CROSSRATE USD/CHF 0.94 CHF 2/19/2021 Call

Master data

WKN: DC89NU
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.94 CHF
Maturity: 2/19/2021
Issue date: 6/24/2020
Last trading day: 2/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 279.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.07
Parity: -2.93
Time value: 0.30
Break-even: 0.87
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.08
Theta: 0.00
Omega: 21.52
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.290
Low: 0.240
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.47%
1 Month
  -41.86%
3 Months
  -64.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 0.660 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.414
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   304.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -