Deutsche Bank Call 0.865 EURCHF 17.01.2025
/ DE000DH3JSC0
Deutsche Bank Call 0.865 EURCHF 1.../ DE000DH3JSC0 /
| 09/01/2025 16:04:59 |
Chg.+0.03 |
Bid16:29:09 |
Ask16:29:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.84EUR |
+0.38% |
7.87
Bid Size: 20,000 |
7.89
Ask Size: 20,000 |
CROSSRATE EUR/CHF |
0.865 - |
17/01/2025 |
Call |
Master data
| WKN: |
DH3JSC |
| Issuer: |
Deutsche Bank |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.87 - |
| Maturity: |
17/01/2025 |
| Issue date: |
09/08/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.58 |
| Intrinsic value: |
7.53 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.05 |
| Parity: |
7.53 |
| Time value: |
0.37 |
| Break-even: |
0.94 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
10.72 |
| Rho: |
0.00 |
Quote data
| Open: |
7.81 |
| High: |
7.89 |
| Low: |
7.81 |
| Previous Close: |
7.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.53% |
| 1 Month |
|
|
+21.17% |
| 3 Months |
|
|
+5.80% |
| YTD |
|
|
-3.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.97 |
7.50 |
| 1M High / 1M Low: |
8.13 |
6.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
7.97 |
| Low (YTD): |
02/01/2025 |
7.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |