Deutsche Bank Call 0.95 USDCHF 21.../  DE000DH35EV8  /

EUWAX
1/23/2025  6:12:47 PM Chg.+0.040 Bid6:14:52 PM Ask6:14:52 PM Underlying Strike price Expiration date Option type
0.620EUR +6.90% 0.620
Bid Size: 20,000
0.640
Ask Size: 20,000
CROSSRATE USD/CHF 0.95 - 11/21/2025 Call
 

Master data

WKN: DH35EV
Issuer: Deutsche Bank
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 -
Maturity: 11/21/2025
Issue date: 1/15/2025
Last trading day: 11/20/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 151.12
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.07
Parity: -4.33
Time value: 0.60
Break-even: 0.96
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.28
Theta: 0.00
Omega: 42.14
Rho: 0.00
 

Quote data

Open: 0.600
High: 0.640
Low: 0.590
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.830 0.580
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
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:   -