Deutsche Bank Put 0.875 USDCHF 20.09.2024
/ DE000DH3F713
Deutsche Bank Put 0.875 USDCHF 20.../ DE000DH3F713 /
| 02/08/2024 19:03:53 |
Chg.+1.19 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+87.50% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE USD/CHF |
0.875 - |
20/09/2024 |
Put |
Master data
| WKN: |
DH3F71 |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.88 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-33.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.07 |
| Parity: |
1.67 |
| Time value: |
0.90 |
| Break-even: |
0.85 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-19.85 |
| Rho: |
0.00 |
Quote data
| Open: |
1.60 |
| High: |
2.55 |
| Low: |
1.54 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+196.51% |
| 1 Month |
|
|
+372.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
0.71 |
| 1M High / 1M Low: |
2.55 |
0.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
455.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
