Deutsche Bank Put 0.92 USDCHF 18..../  DE000DC89MV9  /

EUWAX
10/27/2020  7:04:30 PM Chg.+0.05 Bid7:59:52 PM Ask7:59:52 PM Underlying Strike price Expiration date Option type
1.90EUR +2.70% 1.83
Bid Size: 20,000
1.85
Ask Size: 20,000
CROSSRATE USD/CHF 0.92 CHF 12/18/2020 Put

Master data

WKN: DC89MV
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.92 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: -45.28
Leverage: Yes

Calculated values

Fair value: 7.98
Intrinsic value: 1.13
Implied volatility: -
Historic volatility: 0.07
Parity: 1.13
Time value: 0.74
Break-even: 0.84
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.07%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.86
High: 1.89
Low: 1.85
Previous Close: 1.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.60%
1 Month  
+82.69%
3 Months  
+4.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.11 1.85
1M High / 1M Low: 2.11 1.15
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -