Deutsche Bank Put 0.895 USDCHF 16.../  DE000DH3F6H7  /

EUWAX
2024-07-09  7:03:29 PM Chg.-0.050 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.810EUR -5.81% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.895 - 2024-08-16 Put
 

Master data

WKN: DH3F6H
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.90 -
Maturity: 2024-08-16
Issue date: 2024-05-23
Last trading day: 2024-08-15
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -98.59
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.07
Parity: -0.21
Time value: 0.91
Break-even: 0.89
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 4.60%
Delta: -0.42
Theta: 0.00
Omega: -41.28
Rho: 0.00
 

Quote data

Open: 0.780
High: 0.830
Low: 0.770
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month
  -42.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.780
1M High / 1M Low: 2.300 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   1.291
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -