UniCredit Put 5.5 DBK 15.09.2021/  DE000HR1YV24  /

EUWAX
2/25/2021  1:54:38 PM Chg.-0.023 Bid2:45:01 PM Ask- Underlying Strike price Expiration date Option type
0.097EUR -19.17% 0.120
Bid Size: 125,000
-
Ask Size: -
DEUTSCHE BANK AG NA ... 5.50 - 9/15/2021 Put

Master data

WKN: HR1YV2
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 5.50 -
Maturity: 9/15/2021
Issue date: 9/28/2020
Last trading day: 9/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -67.91
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.54
Parity: -4.69
Time value: 0.15
Break-even: 5.35
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 1.02
Spread abs.: 0.03
Spread %: 20.00%
Delta: -0.10
Theta: 0.00
Omega: -6.84
Rho: -0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.097
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.94%
1 Month
  -61.20%
3 Months
  -57.83%
YTD
  -51.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.270
Low (YTD): 2/24/2021 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -