UniCredit Put 5.5 DBK 15.09.2021/  DE000HR1YV24  /

EUWAX
2/26/2021  8:57:55 PM Chg.+0.030 Bid9:57:34 PM Ask9:56:00 PM Underlying Strike price Expiration date Option type
0.150EUR +25.00% 0.150
Bid Size: 12,000
0.180
Ask Size: 12,000
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: -62.26
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.55
Parity: -5.08
Time value: 0.17
Break-even: 5.33
Moneyness: 0.52
Premium: 0.50
Premium p.a.: 1.08
Spread abs.: 0.04
Spread %: 23.53%
Delta: -0.10
Theta: 0.00
Omega: -6.04
Rho: -0.01
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -34.78%
3 Months
  -37.50%
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.270
Low (YTD): 2/25/2021 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -