UC-HVB WAR. PUT 21 DEQ/ DE000HR2BDL6 /
4/14/2021 9:45:04 PM | Chg.- | Bid4/14/2021 | Ask4/14/2021 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0160EUR | - | 0.0160 Bid Size: 12,000 |
- Ask Size: 70,000 |
DEUTSCHE EUROSHOP NA... | 11.00 EUR | 9/15/2021 | Put |
Master data
WKN: | HR2BDL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DEUTSCHE EUROSHOP NA O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 11.00 EUR |
Maturity: | 9/15/2021 |
Issue date: | 10/13/2020 |
Last trading day: | 9/14/2021 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -55.56 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.52 |
Parity: | -0.68 |
Time value: | 0.03 |
Break-even: | 10.68 |
Moneyness: | 0.62 |
Premium: | 0.40 |
Premium p.a.: | 1.22 |
Spread abs.: | 0.01 |
Spread %: | 40.63% |
Delta: | -0.13 |
Theta: | -0.01 |
Omega: | -7.28 |
Rho: | -0.01 |
Quote data
Open: | 0.0200 |
---|---|
High: | 0.0200 |
Low: | 0.0160 |
Previous Close: | 0.0200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.29% | ||
---|---|---|---|
1 Month | -42.86% | ||
3 Months | -68.00% | ||
YTD | -68.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.0200 | 0.0140 |
---|---|---|
1M High / 1M Low: | 0.0330 | 0.0130 |
6M High / 6M Low: | 0.2400 | 0.0130 |
High (YTD): | 2/9/2021 | 0.0550 |
Low (YTD): | 4/7/2021 | 0.0130 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0174 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0225 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0654 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 237.75% | |
Volatility 6M: | 153.00% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |