Deutsche Bank Put 0.885 USDCHF 20.09.2024
/ DE000DH3F6Z9
Deutsche Bank Put 0.885 USDCHF 20.../ DE000DH3F6Z9 /
| 09/09/2024 13:03:24 |
Chg.-0.49 |
Bid13:15:16 |
Ask13:15:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.00EUR |
-10.91% |
4.01
Bid Size: 20,000 |
4.05
Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.885 - |
20/09/2024 |
Put |
Master data
| WKN: |
DH3F6Z |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.89 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-18.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.07 |
| Parity: |
4.05 |
| Time value: |
0.60 |
| Break-even: |
0.84 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
0.87% |
| Delta: |
-0.76 |
| Theta: |
0.00 |
| Omega: |
-13.87 |
| Rho: |
0.00 |
Quote data
| Open: |
4.25 |
| High: |
4.25 |
| Low: |
4.00 |
| Previous Close: |
4.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.99% |
| 1 Month |
|
|
+35.14% |
| 3 Months |
|
|
+212.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.49 |
3.81 |
| 1M High / 1M Low: |
4.76 |
2.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
