Deutsche Bank Call 0.94 USDCHF 19.../  DE000DC89PB4  /

EUWAX
10/23/2020  7:04:30 PM Chg.-0.050 Bid7:15:20 PM Ask7:15:20 PM Underlying Strike price Expiration date Option type
0.480EUR -9.43% 0.470
Bid Size: 20,000
0.490
Ask Size: 20,000
CROSSRATE USD/CHF 0.94 CHF 3/19/2021 Call

Master data

WKN: DC89PB
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.94 CHF
Maturity: 3/19/2021
Issue date: 6/24/2020
Last trading day: 3/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 156.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.06
Parity: -3.06
Time value: 0.54
Break-even: 0.88
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.09
Theta: 0.00
Omega: 13.43
Rho: 0.00
 

Quote data

Open: 0.530
High: 0.530
Low: 0.460
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.31%
1 Month
  -52.94%
3 Months
  -50.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.480
1M High / 1M Low: 1.150 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -