UC-HVB WAR. PUT 21 DBK/  DE000HR2SAY9  /

gettex Zertifikate
3/2/2021  6:45:08 PM Chg.0.000 Bid7:07:48 PM Ask7:07:48 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.120
Bid Size: 25,000
0.150
Ask Size: 25,000
DEUTSCHE BANK AG NA ... 7.20 - 6/16/2021 Put

Master data

WKN: HR2SAY
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 7.20 -
Maturity: 6/16/2021
Issue date: 10/30/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -65.16
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.54
Parity: -3.23
Time value: 0.16
Break-even: 7.04
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 1.63
Spread abs.: 0.03
Spread %: 18.75%
Delta: -0.13
Theta: 0.00
Omega: -8.64
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -67.50%
3 Months
  -61.76%
YTD
  -60.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.400 0.130
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.470
Low (YTD): 3/1/2021 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -