Deutsche Bank Put 0.89 USDCHF 18..../  DE000DC9A6Z9  /

EUWAX
10/27/2020  7:05:20 PM Chg.+0.020 Bid7:54:07 PM Ask7:54:07 PM Underlying Strike price Expiration date Option type
0.540EUR +3.85% 0.520
Bid Size: 20,000
0.540
Ask Size: 20,000
CROSSRATE USD/CHF 0.89 CHF 12/18/2020 Put

Master data

WKN: DC9A6Z
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.89 CHF
Maturity: 12/18/2020
Issue date: 6/26/2020
Last trading day: 12/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -156.81
Leverage: Yes

Calculated values

Fair value: 4.97
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -1.66
Time value: 0.54
Break-even: 0.82
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 3.70%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.520
High: 0.530
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.89%
1 Month  
+20.00%
3 Months
  -35.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.520
1M High / 1M Low: 0.620 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -