Deutsche Bank Call 0.9 USDCHF 21..../  DE000DH32NB8  /

EUWAX
1/22/2025  7:05:32 PM Chg.-0.02 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
1.00EUR -1.96% -
Bid Size: -
-
Ask Size: -
CROSSRATE USD/CHF 0.90 - 2/21/2025 Call
 

Master data

WKN: DH32NB
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.90 -
Maturity: 2/21/2025
Issue date: 12/9/2024
Last trading day: 2/20/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 88.81
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.59
Implied volatility: 0.05
Historic volatility: 0.07
Parity: 0.59
Time value: 0.43
Break-even: 0.91
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 4.08%
Delta: 0.73
Theta: 0.00
Omega: 64.46
Rho: 0.00
 

Quote data

Open: 0.97
High: 1.02
Low: 0.80
Previous Close: 1.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.58%
1 Month  
+4.17%
3 Months     -
YTD
  -2.91%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.71 1.00
1M High / 1M Low: 2.04 0.96
6M High / 6M Low: - -
High (YTD): 1/13/2025 2.04
Low (YTD): 1/22/2025 1.00
52W High: - -
52W Low: - -
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -