UniCredit Put 5.5 DBK 15.09.2021
/ DE000HR1YV24
UniCredit Put 5.5 DBK 15.09.2021/ DE000HR1YV24 /
| 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: |
|
- |