Deutsche Bank Put 0.88 USDCHF 19..../  DE000DC9A708  /

EUWAX
10/21/2020  8:44:56 AM Chg.+0.050 Bid9:37:15 AM Ask9:37:15 AM Underlying Strike price Expiration date Option type
0.750EUR +7.14% 0.760
Bid Size: 20,000
0.790
Ask Size: 20,000
CROSSRATE USD/CHF 0.88 CHF 2/19/2021 Put

Master data

WKN: DC9A70
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.88 CHF
Maturity: 2/19/2021
Issue date: 6/26/2020
Last trading day: 2/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -115.87
Leverage: Yes

Calculated values

Fair value: 13.50
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -2.52
Time value: 0.73
Break-even: 0.81
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 4.11%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.720
High: 0.750
Low: 0.720
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.97%
1 Month
  -13.79%
3 Months  
+25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.540
1M High / 1M Low: 0.870 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.678
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -