UniCredit Put 18 DEQ 15.09.2021/  DE000HR5AN10  /

Frankfurt Zert./HVB
6/14/2021  9:55:14 PM Chg.-0.002 Bid9:58:46 PM Ask9:58:46 PM Underlying Strike price Expiration date Option type
0.039EUR -4.88% 0.040
Bid Size: 12,000
0.052
Ask Size: 12,000
DEUTSCHE EUROSHOP NA... 18.00 EUR 9/15/2021 Put

Master data

WKN: HR5AN1
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Put
Strike price: 18.00 EUR
Maturity: 9/15/2021
Issue date: 2/4/2021
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -38.91
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.45
Parity: -0.26
Time value: 0.05
Break-even: 17.47
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 22.64%
Delta: -0.52
Theta: -0.02
Omega: -20.19
Rho: -0.03
 

Quote data

Open: 0.036
High: 0.043
Low: 0.036
Previous Close: 0.041
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.00%
1 Month
  -64.55%
3 Months
  -79.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.050 0.041
1M High / 1M Low: 0.130 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -