UC-HVB WAR. PUT 21 DBK/ DE000HR12FP6 /
| 3/5/2021 9:45:09 PM | Chg.-0.0500 | Bid3/5/2021 | Ask3/5/2021 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | -18.52% | 0.2100 Bid Size: 12,000 |
0.2500 Ask Size: 12,000 |
DEUTSCHE BANK AG NA ... | 7.00 - | 9/15/2021 | Put |
Master data
| WKN: | HR12FP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 7.00 - |
| Maturity: | 9/15/2021 |
| Issue date: | 8/31/2020 |
| Last trading day: | 9/14/2021 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -42.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.54 |
| Parity: | -3.57 |
| Time value: | 0.25 |
| Break-even: | 6.75 |
| Moneyness: | 0.66 |
| Premium: | 0.36 |
| Premium p.a.: | 0.79 |
| Spread abs.: | 0.04 |
| Spread %: | 16.00% |
| Delta: | -0.22 |
| Theta: | -0.01 |
| Omega: | -9.37 |
| Rho: | -0.01 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2200 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.43% | ||
|---|---|---|---|
| 1 Month | -60.71% | ||
| 3 Months | -50.00% | ||
| YTD | -51.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.2200 |
| 6M High / 6M Low: | 1.3400 | 0.2200 |
| High (YTD): | 1/29/2021 | 0.6200 |
| Low (YTD): | 3/5/2021 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3415 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6448 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.12% | |
| Volatility 6M: | 114.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |