Deutsche Bank Put 0.85 USDCHF 15.11.2024
/ DE000DH25953
Deutsche Bank Put 0.85 USDCHF 15..../ DE000DH25953 /
| 2024-05-02 9:49:44 AM |
Chg.+0.120 |
Bid10:12:14 AM |
Ask10:12:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+19.35% |
0.720
Bid Size: 20,000 |
0.740
Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.85 - |
2024-11-15 |
Put |
Master data
| WKN: |
DH2595 |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.85 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-138.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.07 |
| Parity: |
-6.58 |
| Time value: |
0.66 |
| Break-even: |
0.84 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-19.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.690 |
| High: |
0.750 |
| Low: |
0.690 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
-20.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.620 |
| 1M High / 1M Low: |
1.060 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
