Deutsche Bank Call 0.96 USDCHF 19.../  DE000DC89NW5  /

EUWAX
10/20/2020  7:04:38 PM Chg.0.000 Bid7:21:21 PM Ask7:21:21 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.160
Bid Size: 20,000
0.190
Ask Size: 20,000
CROSSRATE USD/CHF 0.96 CHF 2/19/2021 Call

Master data

WKN: DC89NW
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.96 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: 424.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.07
Parity: -4.66
Time value: 0.20
Break-even: 0.90
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.05
Theta: 0.00
Omega: 19.30
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.180
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.62%
1 Month
  -52.78%
3 Months
  -77.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.170
1M High / 1M Low: 0.640 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -