Deutsche Bank Call 0.935 USDCHF 1.../  DE000DH3F7L7  /

EUWAX
2024-06-28  7:02:24 PM Chg.-0.020 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
0.190EUR -9.52% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.935 - 2024-10-18 Call
 

Master data

WKN: DH3F7L
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.94 -
Maturity: 2024-10-18
Issue date: 2024-05-23
Last trading day: 2024-10-17
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 408.44
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.07
Parity: -3.64
Time value: 0.22
Break-even: 0.94
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.16
Theta: 0.00
Omega: 66.76
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.240
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month
  -62.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.510 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   538.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -