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

EUWAX
10/29/2020  7:04:28 PM Chg.+0.090 Bid7:59:56 PM Ask7:59:56 PM Underlying Strike price Expiration date Option type
0.630EUR +16.67% 0.610
Bid Size: 20,000
0.630
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: 157.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.07
Parity: -2.76
Time value: 0.54
Break-even: 0.88
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.10
Theta: 0.00
Omega: 15.40
Rho: 0.00
 

Quote data

Open: 0.510
High: 0.630
Low: 0.510
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.18%
1 Month
  -18.18%
3 Months
  -16.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.390
1M High / 1M Low: 0.790 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -