UniCredit Put 16 DEQ 15.09.2021/  DE000HR3PZ03  /

Frankfurt Zert./HVB
6/11/2021  9:55:38 PM Chg.-0.005 Bid9:03:54 AM Ask9:03:54 AM Underlying Strike price Expiration date Option type
0.018EUR -21.74% 0.015
Bid Size: 35,000
0.021
Ask Size: 35,000
DEUTSCHE EUROSHOP NA... 16.00 EUR 9/15/2021 Put

Master data

WKN: HR3PZ0
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Put
Strike price: 16.00 EUR
Maturity: 9/15/2021
Issue date: 11/26/2020
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -68.73
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.45
Parity: -0.46
Time value: 0.03
Break-even: 15.70
Moneyness: 0.78
Premium: 0.24
Premium p.a.: 1.32
Spread abs.: 0.01
Spread %: 40.00%
Delta: -0.18
Theta: -0.01
Omega: -12.63
Rho: -0.01
 

Quote data

Open: 0.023
High: 0.026
Low: 0.018
Previous Close: 0.023
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -63.27%
3 Months
  -83.64%
YTD
  -88.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.024 0.018
1M High / 1M Low: 0.064 0.018
6M High / 6M Low: 0.210 0.018
High (YTD): 2/19/2021 0.210
Low (YTD): 6/11/2021 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   1,626.016
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.82%
Volatility 6M:   148.12%
Volatility 1Y:   -
Volatility 3Y:   -