UC-HVB WAR. PUT 21 DBK/ DE000HR0N1A6 /
3/2/2021 4:45:08 PM | Chg.-0.002 | Bid5:04:00 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.072EUR | -2.70% | 0.072 Bid Size: 125,000 |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 5.90 - | 6/16/2021 | Put |
Master data
WKN: | HR0N1A |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DEUTSCHE BANK AG NA O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 5.90 - |
Maturity: | 6/16/2021 |
Issue date: | 8/5/2020 |
Last trading day: | 6/15/2021 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -140.89 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.52 |
Historic volatility: | 0.54 |
Parity: | -4.53 |
Time value: | 0.07 |
Break-even: | 5.83 |
Moneyness: | 0.57 |
Premium: | 0.44 |
Premium p.a.: | 2.52 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.05 |
Theta: | 0.00 |
Omega: | -7.58 |
Rho: | 0.00 |
Quote data
Open: | 0.071 |
---|---|
High: | 0.074 |
Low: | 0.070 |
Previous Close: | 0.074 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.26% | ||
---|---|---|---|
1 Month | -60.00% | ||
3 Months | -57.65% | ||
YTD | -52.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.093 | 0.068 |
---|---|---|
1M High / 1M Low: | 0.180 | 0.068 |
6M High / 6M Low: | 0.720 | 0.068 |
High (YTD): | 1/29/2021 | 0.210 |
Low (YTD): | 2/24/2021 | 0.068 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.079 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.122 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.288 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 201.04% | |
Volatility 6M: | 147.08% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |