Deutsche Bank Call 0.87 USDCHF 15.11.2024
/ DE000DH259F0
Deutsche Bank Call 0.87 USDCHF 15.../ DE000DH259F0 /
| 10/11/2024 7:04:40 PM |
Chg.-0.040 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.87 - |
11/15/2024 |
Call |
Master data
| WKN: |
DH259F |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.87 - |
| Maturity: |
11/15/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
214.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.07 |
| Parity: |
-1.27 |
| Time value: |
0.40 |
| Break-even: |
0.87 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
66.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.410 |
| High: |
0.420 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
-83.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.330 |
| 1M High / 1M Low: |
0.480 |
0.190 |
| 6M High / 6M Low: |
3.720 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.40% |
| Volatility 6M: |
|
215.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
