Deutsche Bank Call 1 USDCHF 19.03.../  DE000DC89PH1  /

EUWAX
10/29/2020  7:04:31 PM Chg.+0.015 Bid7:21:52 PM Ask7:04:31 PM Underlying Strike price Expiration date Option type
0.080EUR +23.08% 0.075
Bid Size: 20,000
0.100
Ask Size: 20,000
CROSSRATE USD/CHF 1.00 CHF 3/19/2021 Call

Master data

WKN: DC89PH
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 1.00 CHF
Maturity: 3/19/2021
Issue date: 6/24/2020
Last trading day: 3/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 851.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.07
Parity: -8.37
Time value: 0.10
Break-even: 0.94
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 40.00%
Delta: 0.02
Theta: 0.00
Omega: 19.25
Rho: 0.00
 

Quote data

Open: 0.055
High: 0.080
Low: 0.055
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -27.27%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.065 0.030
1M High / 1M Low: 0.110 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   382.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -