Deutsche Bank Call 0.95 USDCHF 19.../  DE000DC89PC2  /

EUWAX
10/19/2020  7:04:34 PM Chg.-0.080 Bid7:59:53 PM Ask7:59:53 PM Underlying Strike price Expiration date Option type
0.360EUR -18.18% 0.360
Bid Size: 20,000
0.390
Ask Size: 20,000
CROSSRATE USD/CHF 0.95 CHF 3/19/2021 Call

Master data

WKN: DC89PC
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 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: 181.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.06
Parity: -3.27
Time value: 0.47
Break-even: 0.89
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.08
Theta: 0.00
Omega: 13.91
Rho: 0.00
 

Quote data

Open: 0.440
High: 0.440
Low: 0.360
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.53%
1 Month
  -36.84%
3 Months
  -67.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.360
1M High / 1M Low: 0.910 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.614
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -