UC-HVB WAR. PUT 21 DBK/  DE000HR2SAZ6  /

gettex Zertifikate
2/26/2021  9:45:02 PM Chg.+0.030 Bid9:52:44 PM Ask9:52:44 PM Underlying Strike price Expiration date Option type
0.180EUR +20.00% 0.180
Bid Size: 12,000
0.220
Ask Size: 12,000
DEUTSCHE BANK AG NA ... 7.40 - 6/16/2021 Put

Master data

WKN: HR2SAZ
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 7.40 -
Maturity: 6/16/2021
Issue date: 10/30/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -55.71
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.55
Parity: -3.18
Time value: 0.19
Break-even: 7.21
Moneyness: 0.70
Premium: 0.32
Premium p.a.: 1.50
Spread abs.: 0.04
Spread %: 21.05%
Delta: -0.15
Theta: -0.01
Omega: -8.43
Rho: -0.01
 

Quote data

Open: 0.150
High: 0.180
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -58.14%
3 Months
  -56.10%
YTD
  -52.63%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.150
1M High / 1M Low: 0.540 0.150
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.540
Low (YTD): 2/25/2021 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -