Deutsche Bank Put 0.9 USDCHF 18.1.../  DE000DC89MX5  /

EUWAX
10/29/2020  7:04:45 PM Chg.-0.170 Bid8:00:01 PM Ask8:00:01 PM Underlying Strike price Expiration date Option type
0.560EUR -23.29% 0.570
Bid Size: 20,000
0.590
Ask Size: 20,000
CROSSRATE USD/CHF 0.90 CHF 12/18/2020 Put

Master data

WKN: DC89MX
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.90 CHF
Maturity: 12/18/2020
Issue date: 6/24/2020
Last trading day: 12/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -113.51
Leverage: Yes

Calculated values

Fair value: 5.52
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -0.98
Time value: 0.75
Break-even: 0.83
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.67%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.730
High: 0.730
Low: 0.560
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.21%
1 Month
  -21.13%
3 Months
  -54.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.730
1M High / 1M Low: 0.890 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -