UC-HVB WAR. PUT 21 DBK/  DE000HR2SAZ6  /

gettex Zertifikate
3/5/2021  9:45:09 PM Chg.-0.0400 Bid9:56:00 PM Ask9:56:00 PM Underlying Strike price Expiration date Option type
0.1200EUR -25.00% 0.1200
Bid Size: 12,000
0.1500
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: -54.48
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.54
Parity: -2.95
Time value: 0.19
Break-even: 7.21
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 1.56
Spread abs.: 0.03
Spread %: 15.79%
Delta: -0.16
Theta: -0.01
Omega: -8.72
Rho: -0.01
 

Quote data

Open: 0.1600
High: 0.1600
Low: 0.1200
Previous Close: 0.1600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -73.33%
3 Months
  -66.67%
YTD
  -68.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.1800 0.1300
1M High / 1M Low: 0.4500 0.1300
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.5400
Low (YTD): 3/3/2021 0.1300
52W High: - -
52W Low: - -
Avg. price 1W:   0.1520
Avg. volume 1W:   0.0000
Avg. price 1M:   0.2530
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -