UniCredit Put 10.8 DBK 15.12.2021/  DE000HR0GD03  /

Frankfurt Zert./HVB
3/2/2021  9:55:03 PM Chg.-0.010 Bid3/2/2021 Ask3/2/2021 Underlying Strike price Expiration date Option type
1.670EUR -0.60% 1.670
Bid Size: 10,000
1.710
Ask Size: 10,000
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: -6.06
Leverage: Yes

Calculated values

Fair value: 6.75
Intrinsic value: 0.37
Implied volatility: -
Historic volatility: 0.54
Parity: 0.37
Time value: 1.35
Break-even: 9.08
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 2.33%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.710
High: 1.710
Low: 1.640
Previous Close: 1.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.57%
1 Month
  -39.49%
3 Months
  -24.77%
YTD
  -32.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.910 1.640
1M High / 1M Low: 2.840 1.640
6M High / 6M Low: 4.280 1.640
High (YTD): 1/29/2021 2.970
Low (YTD): 2/25/2021 1.640
52W High: - -
52W Low: - -
Avg. price 1W:   1.764
Avg. volume 1W:   0.000
Avg. price 1M:   2.321
Avg. volume 1M:   0.000
Avg. price 6M:   2.846
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.69%
Volatility 6M:   70.75%
Volatility 1Y:   -
Volatility 3Y:   -