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Downgraded Deutsche Bank Plunges Alongside Lira

DB put options are trading at five times the average intraday pace

Managing Editor
Aug 10, 2018 at 10:07 AM
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Alongside the majority of international banks, the shares of German financial institution Deutsche Bank AG (NYSE:DB) are lower in early trading, as investors watch the Turkish lira plunge. Also contributing to DB's early morning sell-off is a downgrade  to "underweight" from "equal weight" at Morgan Stanley. DB stock is down 6.3% at $11.61, at last check.

Shares of Deutsche Bank have muscled 12% higher since touching a late-June annual low of $10.36, with help from better-than-expected earnings in July. From a longer-term perspective, however, DB stock has given up 38.9% year-to-date, and is set to end back below its 40-day moving average for the first time in nearly a month.

It's not surprising, then, to see analysts skeptical of Deutsche Bank stock. As of yesterday, all four brokerage firms covering DB maintained tepid "hold" or worse ratings -- including one "strong sell."

In the options pits, Deutsche Bank sports a Schaeffer's put/call open interest ratio (SOIR) of 1.14, ranking in the 78th annual percentile. This suggests that put open interest outweighs call open interest by a wider-than-usual margin, looking at contracts that expire within three months.

Already today, DB puts are trading at five times the average morning clip, with nearly 4,600 exchanged in the first 45 minutes of the session. Meanwhile, about 5,500 DB calls have traded already -- three times the norm.

 
 

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