Deutsche Bank Call 0.86 USDCHF 15.11.2024
/ DE000DH259E3
Deutsche Bank Call 0.86 USDCHF 15.../ DE000DH259E3 /
| 8/2/2024 2:12:43 PM |
Chg.-0.110 |
Bid7:59:06 PM |
Ask7:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-6.75% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.86 - |
11/15/2024 |
Call |
Master data
| WKN: |
DH259E |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.86 - |
| Maturity: |
11/15/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
76.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.07 |
| Parity: |
-0.17 |
| Time value: |
1.12 |
| Break-even: |
0.87 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
50.63 |
| Rho: |
0.00 |
Quote data
| Open: |
1.600 |
| High: |
1.600 |
| Low: |
1.500 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.13% |
| 1 Month |
|
|
-51.28% |
| 3 Months |
|
|
-58.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
1.520 |
| 1M High / 1M Low: |
3.260 |
1.520 |
| 6M High / 6M Low: |
4.570 |
1.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.939 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.94% |
| Volatility 6M: |
|
139.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
