Deutsche Bank Put 0.87 USDCHF 15..../  DE000DH25938  /

EUWAX
11/10/2024  19:04:31 Chg.+0.06 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
2.19EUR +2.82% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.87 - 15/11/2024 Put
 

Master data

WKN: DH2593
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.87 -
Maturity: 15/11/2024
Issue date: 05/02/2024
Last trading day: 14/11/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -38.44
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.27
Implied volatility: 0.16
Historic volatility: 0.07
Parity: 1.27
Time value: 0.96
Break-even: 0.85
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 1.83%
Delta: -0.59
Theta: 0.00
Omega: -22.52
Rho: 0.00
 

Quote data

Open: 2.09
High: 2.22
Low: 2.03
Previous Close: 2.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.89%
1 Month
  -34.82%
3 Months  
+125.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.47 1.94
1M High / 1M Low: 3.64 1.94
6M High / 6M Low: 4.11 0.82
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.18
Avg. volume 1W:   0.00
Avg. price 1M:   3.00
Avg. volume 1M:   0.00
Avg. price 6M:   1.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.25%
Volatility 6M:   189.68%
Volatility 1Y:   -
Volatility 3Y:   -