Deutsche Bank Call 0.91 USDCHF 20.../  DE000DH258M8  /

EUWAX
8/15/2024  7:04:25 PM Chg.- Bid8:00:01 AM Ask8:00:01 AM Underlying Strike price Expiration date Option type
0.010EUR - 0.005
Bid Size: 20,000
0.100
Ask Size: 20,000
CROSSRATE USD/CHF 0.91 - 9/20/2024 Call
 

Master data

WKN: DH258M
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.91 -
Maturity: 9/20/2024
Issue date: 2/5/2024
Last trading day: 9/19/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 865.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.07
Parity: -4.49
Time value: 0.10
Break-even: 0.91
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.69
Spread abs.: 0.10
Spread %: 1,900.00%
Delta: 0.08
Theta: 0.00
Omega: 68.18
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -96.77%
3 Months
  -98.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.005
1M High / 1M Low: 0.310 0.001
6M High / 6M Low: 1.290 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.605
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   8,172.03%
Volatility 6M:   3,373.61%
Volatility 1Y:   -
Volatility 3Y:   -