Deutsche Bank Call 0.98 USDCHF 19.../  DE000DC89NY1  /

EUWAX
10/22/2020  2:05:17 PM Chg.+0.005 Bid2:05:17 PM Ask2:05:17 PM Underlying Strike price Expiration date Option type
0.055EUR +10.00% 0.055
Bid Size: 20,000
0.100
Ask Size: 20,000
CROSSRATE USD/CHF 0.98 CHF 2/19/2021 Call

Master data

WKN: DC89NY
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.98 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: 843.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.06
Parity: -6.94
Time value: 0.10
Break-even: 0.91
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 50.00%
Delta: 0.03
Theta: 0.00
Omega: 21.55
Rho: 0.00
 

Quote data

Open: 0.055
High: 0.060
Low: 0.055
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -79.63%
3 Months
  -82.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.050
1M High / 1M Low: 0.340 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -