Deutsche Bank Put 0.94 USDCHF 18..../  DE000DC89MT3  /

EUWAX
10/20/2020  7:04:33 PM Chg.+0.19 Bid7:59:57 PM Ask7:59:57 PM Underlying Strike price Expiration date Option type
3.41EUR +5.90% 3.43
Bid Size: 20,000
3.46
Ask Size: 20,000
CROSSRATE USD/CHF 0.94 CHF 12/18/2020 Put

Master data

WKN: DC89MT
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.94 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: -26.31
Leverage: Yes

Calculated values

Fair value: 10.71
Intrinsic value: 2.79
Implied volatility: -
Historic volatility: 0.07
Parity: 2.79
Time value: 0.44
Break-even: 0.85
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.93%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.17
High: 3.46
Low: 3.15
Previous Close: 3.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.35%
1 Month
  -3.40%
3 Months  
+98.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.22 2.73
1M High / 1M Low: 3.29 2.05
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -