Deutsche Bank Put 0.89 USDCHF 18.10.2024
/ DE000DH3F7A0
Deutsche Bank Put 0.89 USDCHF 18..../ DE000DH3F7A0 /
10/11/2024 4:03:56 PM |
Chg.-0.07 |
Bid4:41:48 PM |
Ask4:41:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.51EUR |
-1.96% |
3.59 Bid Size: 20,000 |
3.63 Ask Size: 20,000 |
CROSSRATE USD/CHF |
0.89 - |
10/18/2024 |
Put |
Master data
WKN: |
DH3F7A |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.89 - |
Maturity: |
10/18/2024 |
Issue date: |
5/23/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-23.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.30 |
Intrinsic value: |
3.36 |
Implied volatility: |
0.30 |
Historic volatility: |
0.07 |
Parity: |
3.36 |
Time value: |
0.30 |
Break-even: |
0.85 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.04 |
Spread %: |
1.11% |
Delta: |
-0.81 |
Theta: |
0.00 |
Omega: |
-19.01 |
Rho: |
0.00 |
Quote data
Open: |
3.52 |
High: |
3.68 |
Low: |
3.45 |
Previous Close: |
3.58 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.93% |
1 Month |
|
|
-24.35% |
3 Months |
|
|
+127.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.98 |
3.31 |
1M High / 1M Low: |
5.28 |
3.31 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.57 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |