Deutsche Bank Call 0.845 EURCHF 17.01.2025
/ DE000DH3JS83
Deutsche Bank Call 0.845 EURCHF 1.../ DE000DH3JS83 /
- - |
Chg.- |
Bid7:59:53 PM |
Ask7:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
-EUR |
- |
10.00 Bid Size: 20,000 |
10.02 Ask Size: 20,000 |
CROSSRATE EUR/CHF |
0.845 - |
1/17/2025 |
Call |
Master data
WKN: |
DH3JS8 |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
CROSSRATE EUR/CHF |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.85 - |
Maturity: |
1/17/2025 |
Issue date: |
8/9/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
9.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.63 |
Intrinsic value: |
9.57 |
Implied volatility: |
0.59 |
Historic volatility: |
0.05 |
Parity: |
9.57 |
Time value: |
0.56 |
Break-even: |
0.95 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
0.20% |
Delta: |
0.89 |
Theta: |
0.00 |
Omega: |
8.23 |
Rho: |
0.00 |
Quote data
Open: |
- |
High: |
- |
Low: |
- |
Previous Close: |
- |
Turnover: |
0.00 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |