Deutsche Bank Call 0.885 USDCHF 1.../  DE000DH3JZ68  /

EUWAX
11/15/2024  7:05:06 PM Chg.-0.050 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.950EUR -5.00% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.885 - 1/17/2025 Call
 

Master data

WKN: DH3JZ6
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.89 -
Maturity: 1/17/2025
Issue date: 8/9/2024
Last trading day: 1/16/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 93.48
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.31
Implied volatility: 0.03
Historic volatility: 0.07
Parity: 0.31
Time value: 0.64
Break-even: 0.89
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.15%
Delta: 0.74
Theta: 0.00
Omega: 69.62
Rho: 0.00
 

Quote data

Open: 0.990
High: 1.050
Low: 0.950
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.64%
1 Month  
+82.69%
3 Months  
+33.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.730
1M High / 1M Low: 1.000 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   0.588
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -