Deutsche Bank Call 0.96 USDCHF 19.../  DE000DC89PD0  /

EUWAX
10/27/2020  2:05:18 PM Chg.-0.010 Bid2:10:45 PM Ask2:10:45 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.250
Bid Size: 20,000
0.270
Ask Size: 20,000
CROSSRATE USD/CHF 0.96 CHF 3/19/2021 Call

Master data

WKN: DC89PD
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.96 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: 302.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.07
Parity: -4.87
Time value: 0.28
Break-even: 0.90
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.05
Theta: 0.00
Omega: 15.97
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.280
Low: 0.250
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -64.79%
3 Months
  -54.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.590 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -