UniCredit Put 15 DEQ 15.12.2021/  DE000HR6QZG8  /

Frankfurt Zert./HVB
6/18/2021  5:16:06 PM Chg.-0.006 Bid6/18/2021 Ask6/18/2021 Underlying Strike price Expiration date Option type
0.033EUR -15.38% 0.033
Bid Size: 70,000
0.036
Ask Size: 70,000
DEUTSCHE EUROSHOP NA... 15.00 EUR 12/15/2021 Put

Master data

WKN: HR6QZG
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 12/15/2021
Issue date: 4/8/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -40.40
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.45
Parity: -0.52
Time value: 0.05
Break-even: 14.50
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 22.00%
Delta: -0.37
Theta: -0.01
Omega: -15.06
Rho: -0.04
 

Quote data

Open: 0.037
High: 0.037
Low: 0.033
Previous Close: 0.039
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -53.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.039 0.029
1M High / 1M Low: 0.081 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -