Deutsche Bank Call 0.85 USDCHF 20.../  DE000DH258F2  /

EUWAX
8/2/2024  7:03:37 PM Chg.-1.03 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
1.35EUR -43.28% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.85 - 9/20/2024 Call
 

Master data

WKN: DH258F
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.85 -
Maturity: 9/20/2024
Issue date: 2/5/2024
Last trading day: 9/19/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 62.20
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.83
Implied volatility: 0.05
Historic volatility: 0.07
Parity: 0.83
Time value: 0.55
Break-even: 0.86
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.47%
Delta: 0.81
Theta: 0.00
Omega: 50.64
Rho: 0.00
 

Quote data

Open: 2.18
High: 2.22
Low: 1.34
Previous Close: 2.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.03%
1 Month
  -69.59%
3 Months
  -71.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.34 1.35
1M High / 1M Low: 4.44 1.35
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.61
Avg. volume 1W:   0.00
Avg. price 1M:   3.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -