Deutsche Bank Put 0.93 USDCHF 18..../  DE000DC89MU1  /

EUWAX
10/19/2020  7:04:25 PM Chg.+0.45 Bid7:59:59 PM Ask7:59:59 PM Underlying Strike price Expiration date Option type
2.43EUR +22.73% 2.41
Bid Size: 20,000
2.44
Ask Size: 20,000
CROSSRATE USD/CHF 0.93 CHF 12/18/2020 Put

Master data

WKN: DC89MU
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.93 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: -42.67
Leverage: Yes

Calculated values

Fair value: 9.36
Intrinsic value: 1.40
Implied volatility: -
Historic volatility: 0.06
Parity: 1.40
Time value: 0.60
Break-even: 0.85
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 1.50%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.95
High: 2.43
Low: 1.94
Previous Close: 1.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.19%
1 Month
  -12.59%
3 Months  
+80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.51 1.98
1M High / 1M Low: 2.51 1.44
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.17
Avg. volume 1W:   0.00
Avg. price 1M:   2.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -