Deutsche Bank Call 0.97 USDCHF 19.../  DE000DC89PE8  /

EUWAX
10/21/2020  3:05:06 PM Chg.-0.010 Bid3:14:46 PM Ask3:14:46 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.150
Bid Size: 20,000
0.180
Ask Size: 20,000
CROSSRATE USD/CHF 0.97 CHF 3/19/2021 Call

Master data

WKN: DC89PE
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.97 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: 469.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.06
Parity: -5.87
Time value: 0.18
Break-even: 0.91
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 16.67%
Delta: 0.04
Theta: 0.00
Omega: 17.24
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -65.85%
3 Months
  -70.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.550 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -