Deutsche Bank Call 0.85 USDCHF 15.11.2024
/ DE000DH259D5
Deutsche Bank Call 0.85 USDCHF 15.../ DE000DH259D5 /
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: |
|
- |