Deutsche Bank Put 1.32 USD/CAD 20.12.2024
/ DE000DH2QUQ3
Deutsche Bank Put 1.32 USD/CAD 20.../ DE000DH2QUQ3 /
| 2024-11-12 7:02:35 PM |
Chg.0.000 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
- |
1.32 - |
2024-12-20 |
Put |
Master data
| WKN: |
DH2QUQ |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.32 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-1,392.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.05 |
| Parity: |
-7.25 |
| Time value: |
0.10 |
| Break-even: |
1.32 |
| Moneyness: |
0.95 |
| Premium: |
0.05 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.10 |
| Spread %: |
9,900.00% |
| Delta: |
-0.05 |
| Theta: |
0.00 |
| Omega: |
-68.44 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-93.33% |
| 1 Month |
|
|
-98.33% |
| 3 Months |
|
|
-99.64% |
| YTD |
|
|
-99.96% |
| 1 Year |
|
|
-99.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.015 |
0.001 |
| 1M High / 1M Low: |
0.045 |
0.001 |
| 6M High / 6M Low: |
0.800 |
0.001 |
| High (YTD): |
2024-01-02 |
2.110 |
| Low (YTD): |
2024-11-11 |
0.001 |
| 52W High: |
2023-12-27 |
2.420 |
| 52W Low: |
2024-11-11 |
0.001 |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.832 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
1,737.00% |
| Volatility 6M: |
|
698.33% |
| Volatility 1Y: |
|
498.51% |
| Volatility 3Y: |
|
- |
