Deutsche Bank Call 0.905 USDCHF 1.../  DE000DH3F697  /

EUWAX
10/07/2024  19:02:36 Chg.+0.010 Bid22:00:04 Ask22:00:04 Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.905 - 19/07/2024 Call
 

Master data

WKN: DH3F69
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.91 -
Maturity: 19/07/2024
Issue date: 23/05/2024
Last trading day: 18/07/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 560.79
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.07
Parity: -0.77
Time value: 0.16
Break-even: 0.91
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 0.52
Spread abs.: 0.04
Spread %: 33.33%
Delta: 0.26
Theta: 0.00
Omega: 143.71
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.130
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month
  -70.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.110
1M High / 1M Low: 0.420 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   533.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -