Deutsche Bank Call 0.85 USDCHF 15.../  DE000DH259D5  /

EUWAX
31/10/2024  19:03:48 Chg.-0.06 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.72EUR -3.37% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.85 - 15/11/2024 Call
 

Master data

WKN: DH259D
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.85 -
Maturity: 15/11/2024
Issue date: 05/02/2024
Last trading day: 14/11/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 47.62
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.67
Implied volatility: 0.07
Historic volatility: 0.07
Parity: 1.67
Time value: 0.15
Break-even: 0.87
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 2.25%
Delta: 0.92
Theta: 0.00
Omega: 43.90
Rho: 0.00
 

Quote data

Open: 1.81
High: 1.81
Low: 1.70
Previous Close: 1.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.01%
1 Month  
+164.62%
3 Months
  -38.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.77
1M High / 1M Low: 1.97 0.65
6M High / 6M Low: 5.34 0.59
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   2.64
Avg. volume 6M:   67.56
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.91%
Volatility 6M:   179.55%
Volatility 1Y:   -
Volatility 3Y:   -