Deutsche Bank Put 0.87 USDCHF 17..../  DE000DH3JYN5  /

EUWAX
14/11/2024  19:05:32 Chg.-0.060 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.720EUR -7.69% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.87 - 17/01/2025 Put
 

Master data

WKN: DH3JYN
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.87 -
Maturity: 17/01/2025
Issue date: 09/08/2024
Last trading day: 16/01/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -113.58
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.07
Parity: -1.60
Time value: 0.78
Break-even: 0.86
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.63%
Delta: -0.30
Theta: 0.00
Omega: -33.63
Rho: 0.00
 

Quote data

Open: 0.750
High: 0.750
Low: 0.710
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.50%
1 Month
  -71.08%
3 Months
  -72.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 0.720
1M High / 1M Low: 2.490 0.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   1.865
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -