Deutsche Bank Put 0.92 USDCHF 19..../  DE000DC89P67  /

EUWAX
10/30/2020  7:04:36 PM Chg.-0.05 Bid7:59:43 PM Ask7:59:43 PM Underlying Strike price Expiration date Option type
1.87EUR -2.60% 1.86
Bid Size: 20,000
1.88
Ask Size: 20,000
CROSSRATE USD/CHF 0.92 CHF 3/19/2021 Put

Master data

WKN: DC89P6
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.92 CHF
Maturity: 3/19/2021
Issue date: 6/24/2020
Last trading day: 3/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -45.67
Leverage: Yes

Calculated values

Fair value: 20.36
Intrinsic value: 0.29
Implied volatility: -
Historic volatility: 0.07
Parity: 0.29
Time value: 1.59
Break-even: 0.84
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.06%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.03
High: 2.03
Low: 1.87
Previous Close: 1.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.35%
1 Month  
+5.65%
3 Months
  -29.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.53 1.87
1M High / 1M Low: 2.72 1.77
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.24
Avg. volume 1W:   0.00
Avg. price 1M:   2.19
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -