Deutsche Bank Call 0.96 USDCHF 18.../  DE000DC89N02  /

EUWAX
10/26/2020  7:03:24 PM Chg.+0.010 Bid7:03:24 PM Ask7:03:24 PM Underlying Strike price Expiration date Option type
0.040EUR +33.33% 0.040
Bid Size: 20,000
0.100
Ask Size: 20,000
CROSSRATE USD/CHF 0.96 CHF 12/18/2020 Call

Master data

WKN: DC89N0
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.96 CHF
Maturity: 12/18/2020
Issue date: 6/24/2020
Last trading day: 12/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 843.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.07
Parity: -5.21
Time value: 0.10
Break-even: 0.90
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.52
Spread abs.: 0.08
Spread %: 75.00%
Delta: 0.04
Theta: 0.00
Omega: 33.18
Rho: 0.00
 

Quote data

Open: 0.025
High: 0.040
Low: 0.025
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -90.70%
3 Months
  -88.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.030
1M High / 1M Low: 0.320 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   454.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -