Deutsche Bank Put 0.94 USDCHF 19..../  DE000DC89NN4  /

EUWAX
10/29/2020  7:04:34 PM Chg.-0.55 Bid7:59:53 PM Ask7:59:53 PM Underlying Strike price Expiration date Option type
3.12EUR -14.99% 3.16
Bid Size: 20,000
3.18
Ask Size: 20,000
CROSSRATE USD/CHF 0.94 CHF 2/19/2021 Put

Master data

WKN: DC89NN
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.94 CHF
Maturity: 2/19/2021
Issue date: 6/24/2020
Last trading day: 2/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -23.20
Leverage: Yes

Calculated values

Fair value: 18.85
Intrinsic value: 2.76
Implied volatility: -
Historic volatility: 0.07
Parity: 2.76
Time value: 0.91
Break-even: 0.84
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.55%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.65
High: 3.65
Low: 3.12
Previous Close: 3.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.11%
1 Month  
+1.63%
3 Months
  -15.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.95 3.67
1M High / 1M Low: 4.06 2.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.82
Avg. volume 1W:   0.00
Avg. price 1M:   3.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -