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

EUWAX
10/23/2020  7:04:22 PM Chg.-0.030 Bid10/23/2020 Ask10/23/2020 Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.140
Bid Size: 20,000
0.160
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: 526.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.06
Parity: -6.14
Time value: 0.16
Break-even: 0.91
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.03
Theta: 0.00
Omega: 17.58
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.170
Low: 0.130
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -74.55%
3 Months
  -61.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.550 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -