UniCredit Put 10.8 DBK 15.12.2021
/ DE000HR0GD03
UniCredit Put 10.8 DBK 15.12.2021/ DE000HR0GD03 /
| 2/25/2021 2:56:06 PM |
Chg.-0.25 |
Bid3:13:22 PM |
Ask3:13:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-14.04% |
1.55
Bid Size: 100,000 |
1.56
Ask Size: 100,000 |
DEUTSCHE BANK AG NA ... |
10.80 - |
12/15/2021 |
Put |
Master data
| WKN: |
HR0GD0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.80 - |
| Maturity: |
12/15/2021 |
| Issue date: |
7/29/2020 |
| Last trading day: |
12/14/2021 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.10 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
- |
| Historic volatility: |
0.54 |
| Parity: |
0.61 |
| Time value: |
1.21 |
| Break-even: |
8.98 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.20% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.53 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.05% |
| 1 Month |
|
|
-44.77% |
| 3 Months |
|
|
-31.39% |
| YTD |
|
|
-37.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.78 |
| 1M High / 1M Low: |
2.98 |
1.78 |
| 6M High / 6M Low: |
4.32 |
1.78 |
| High (YTD): |
1/29/2021 |
2.98 |
| Low (YTD): |
2/24/2021 |
1.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.31% |
| Volatility 6M: |
|
70.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |