Historical Volatility (Close-to-Close) (90-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Deutsche Bank Aktiengesellschaft (DB) had 90-Day Historical Volatility (Close-to-Close) of 0.3453 for 2024-05-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3453
Historical Volatility (Parkinson)	0.1478
Implied Volatility (Calls)	0.2094
Implied Volatility (Puts)	0.3333
Implied Volatility (Mean)	0.2713
Put-Call Implied Volatility Ratio	1.5916
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	61.6429
Put-Call Ratio (Open Interest)	0.8004
Forward Price	16.03
Call Breakeven Price	16.89
Put Breakeven Price	13.10
Option Breakeven Price	15.21