Deutsche Bank Call 1 USDCHF 19.02.../  DE000DC89P00  /

EUWAX
10/22/2020  8:07:12 AM Chg.+0.005 Bid10/22/2020 Ask10/22/2020 Underlying Strike price Expiration date Option type
0.015EUR +50.00% 0.015
Bid Size: 20,000
0.100
Ask Size: 20,000
CROSSRATE USD/CHF 1.00 CHF 2/19/2021 Call

Master data

WKN: DC89P0
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 1.00 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: 0.24
Historic volatility: 0.06
Parity: -8.81
Time value: 0.10
Break-even: 0.93
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.36
Spread abs.: 0.09
Spread %: 85.00%
Delta: 0.02
Theta: 0.00
Omega: 20.44
Rho: 0.00
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -87.50%
3 Months
  -91.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.150 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   366.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -