Deutsche Bank Put 0.95 USDCHF 18..../  DE000DC89MS5  /

EUWAX
10/26/2020  11:05:07 AM Chg.-0.17 Bid11:18:54 AM Ask11:18:54 AM Underlying Strike price Expiration date Option type
4.22EUR -3.87% 4.18
Bid Size: 20,000
4.20
Ask Size: 20,000
CROSSRATE USD/CHF 0.95 CHF 12/18/2020 Put

Master data

WKN: DC89MS
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.95 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: -18.90
Leverage: Yes

Calculated values

Fair value: 11.48
Intrinsic value: 4.27
Implied volatility: -
Historic volatility: 0.07
Parity: 4.27
Time value: 0.19
Break-even: 0.84
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.45%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.40
High: 4.42
Low: 4.22
Previous Close: 4.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.20%
1 Month  
+54.01%
3 Months  
+21.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.50 4.05
1M High / 1M Low: 4.50 3.06
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.28
Avg. volume 1W:   0.00
Avg. price 1M:   3.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -