Deutsche Bank Put 0.91 USDCHF 18..../  DE000DC89MW7  /

EUWAX
10/23/2020  7:04:20 PM Chg.+0.10 Bid7:59:54 PM Ask7:59:54 PM Underlying Strike price Expiration date Option type
1.31EUR +8.26% 1.35
Bid Size: 20,000
1.37
Ask Size: 20,000
CROSSRATE USD/CHF 0.91 CHF 12/18/2020 Put

Master data

WKN: DC89MW
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.91 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: -61.54
Leverage: Yes

Calculated values

Fair value: 7.92
Intrinsic value: 0.54
Implied volatility: -
Historic volatility: 0.06
Parity: 0.54
Time value: 0.83
Break-even: 0.83
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.46%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.18
High: 1.41
Low: 1.18
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.82%
1 Month  
+47.19%
3 Months  
+9.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.41 1.05
1M High / 1M Low: 1.41 0.79
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -