Deutsche Bank Put 0.89 USDCHF 16.08.2024
/ DE000DH3F6J3
Deutsche Bank Put 0.89 USDCHF 16..../ DE000DH3F6J3 /
| 17/07/2024 09:50:04 |
Chg.+0.150 |
Bid19:59:44 |
Ask19:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+26.79% |
3.390
Bid Size: 20,000 |
3.430
Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.89 - |
16/08/2024 |
Put |
Master data
| WKN: |
DH3F6J |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.89 - |
| Maturity: |
16/08/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-25.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.07 |
| Parity: |
3.17 |
| Time value: |
0.26 |
| Break-even: |
0.86 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.18% |
| Delta: |
-0.80 |
| Theta: |
0.00 |
| Omega: |
-20.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.600 |
| High: |
0.710 |
| Low: |
0.600 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.710 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
