Deutsche Bank Put 0.96 USDCHF 18..../  DE000DC89MR7  /

EUWAX
10/30/2020  7:04:25 PM Chg.-0.04 Bid7:59:44 PM Ask7:59:44 PM Underlying Strike price Expiration date Option type
4.26EUR -0.93% 4.25
Bid Size: 20,000
4.27
Ask Size: 20,000
CROSSRATE USD/CHF 0.96 CHF 12/18/2020 Put

Master data

WKN: DC89MR
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.96 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: -20.06
Leverage: Yes

Calculated values

Fair value: 10.78
Intrinsic value: 4.03
Implied volatility: -
Historic volatility: 0.07
Parity: 4.03
Time value: 0.25
Break-even: 0.86
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.47%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.48
High: 4.51
Low: 4.26
Previous Close: 4.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.17%
1 Month  
+6.23%
3 Months
  -15.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.16 4.26
1M High / 1M Low: 5.38 4.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.74
Avg. volume 1W:   0.00
Avg. price 1M:   4.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -