UC-HVB WAR. PUT 21 DBK/  DE000HR2SAY9  /

gettex Zertifikate
3/1/2021  9:45:02 PM Chg.-0.030 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.130
Bid Size: 12,000
0.160
Ask Size: 12,000
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: -51.07
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.54
Parity: -3.01
Time value: 0.20
Break-even: 7.00
Moneyness: 0.70
Premium: 0.31
Premium p.a.: 1.54
Spread abs.: 0.04
Spread %: 20.00%
Delta: -0.16
Theta: -0.01
Omega: -8.12
Rho: -0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.130
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -70.45%
3 Months
  -61.76%
YTD
  -60.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.440 0.140
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.470
Low (YTD): 2/25/2021 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -