Deutsche Bank Call 0.95 USDCHF 19.../  DE000DC89NV7  /

EUWAX
10/30/2020  7:04:25 PM Chg.-0.020 Bid10/30/2020 Ask10/30/2020 Underlying Strike price Expiration date Option type
0.440EUR -4.35% 0.440
Bid Size: 20,000
0.460
Ask Size: 20,000
CROSSRATE USD/CHF 0.95 CHF 2/19/2021 Call

Master data

WKN: DC89NV
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 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: 186.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.07
Parity: -3.10
Time value: 0.46
Break-even: 0.89
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.09
Theta: 0.00
Omega: 16.22
Rho: 0.00
 

Quote data

Open: 0.420
High: 0.440
Low: 0.390
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.23%
1 Month
  -25.42%
3 Months
  -25.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.280
1M High / 1M Low: 0.590 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -