Deutsche Bank Put 0.95 USDCHF 19..../  DE000DC89NM6  /

EUWAX
10/22/2020  8:07:12 AM Chg.-0.15 Bid8:07:54 AM Ask8:07:54 AM Underlying Strike price Expiration date Option type
4.71EUR -3.09% 4.71
Bid Size: 20,000
4.74
Ask Size: 20,000
CROSSRATE USD/CHF 0.95 CHF 2/19/2021 Put

Master data

WKN: DC89NM
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.95 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: -18.15
Leverage: Yes

Calculated values

Fair value: 21.30
Intrinsic value: 4.01
Implied volatility: -
Historic volatility: 0.06
Parity: 4.01
Time value: 0.65
Break-even: 0.84
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 0.64%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.71
High: 4.71
Low: 4.71
Previous Close: 4.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.58%
1 Month  
+20.77%
3 Months  
+44.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.86 3.91
1M High / 1M Low: 4.86 3.17
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.36
Avg. volume 1W:   0.00
Avg. price 1M:   3.98
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -