Deutsche Bank Call 1.01 USDCHF 19.../  DE000DC89P18  /

EUWAX
10/19/2020  7:04:21 PM Chg.-0.004 Bid7:04:21 PM Ask7:04:21 PM Underlying Strike price Expiration date Option type
0.001EUR -80.00% 0.001
Bid Size: 20,000
0.100
Ask Size: 20,000
CROSSRATE USD/CHF 1.01 CHF 2/19/2021 Call

Master data

WKN: DC89P1
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 1.01 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: 853.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.06
Parity: -8.86
Time value: 0.10
Break-even: 0.94
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.10
Spread %: 95.00%
Delta: 0.02
Theta: 0.00
Omega: 20.45
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.001
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -97.50%
3 Months
  -99.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.005
1M High / 1M Low: 0.090 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   551.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -