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

EUWAX
10/23/2020  7:04:13 PM Chg.-0.010 Bid7:15:03 PM Ask7:04:13 PM Underlying Strike price Expiration date Option type
0.050EUR -16.67% 0.045
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: 843.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.06
Parity: -7.07
Time value: 0.10
Break-even: 0.91
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.29
Spread abs.: 0.06
Spread %: 55.00%
Delta: 0.03
Theta: 0.00
Omega: 21.44
Rho: 0.00
 

Quote data

Open: 0.060
High: 0.060
Low: 0.045
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -85.29%
3 Months
  -80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.060 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:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   296.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -