Deutsche Bank Call 0.99 USDCHF 19.../  DE000DC89NZ8  /

EUWAX
10/20/2020  7:04:38 PM Chg.0.000 Bid7:04:38 PM Ask7:04:38 PM Underlying Strike price Expiration date Option type
0.025EUR 0.00% 0.025
Bid Size: 20,000
0.100
Ask Size: 20,000
CROSSRATE USD/CHF 0.99 CHF 2/19/2021 Call

Master data

WKN: DC89NZ
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.99 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: 849.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.07
Parity: -7.46
Time value: 0.10
Break-even: 0.93
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.29
Spread abs.: 0.08
Spread %: 75.00%
Delta: 0.03
Theta: 0.00
Omega: 21.30
Rho: 0.00
 

Quote data

Open: 0.025
High: 0.030
Low: 0.025
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -75.00%
3 Months
  -91.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.025
1M High / 1M Low: 0.230 0.025
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -