UniCredit Put 5.9 DBK 16.06.2021/  DE000HR0N1A6  /

EUWAX
3/8/2021  3:41:01 PM Chg.-0.003 Bid4:58:00 PM Ask- Underlying Strike price Expiration date Option type
0.056EUR -5.08% 0.057
Bid Size: 125,000
-
Ask Size: -
DEUTSCHE BANK AG NA ... 5.90 - 6/16/2021 Put

Master data

WKN: HR0N1A
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 5.90 -
Maturity: 6/16/2021
Issue date: 8/5/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -182.28
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.52
Parity: -4.67
Time value: 0.06
Break-even: 5.84
Moneyness: 0.56
Premium: 0.45
Premium p.a.: 2.86
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.04
Theta: 0.00
Omega: -8.00
Rho: 0.00
 

Quote data

Open: 0.058
High: 0.058
Low: 0.052
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.29%
1 Month
  -62.67%
3 Months
  -68.89%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.081 0.059
1M High / 1M Low: 0.160 0.059
6M High / 6M Low: 0.710 0.059
High (YTD): 1/29/2021 0.200
Low (YTD): 3/5/2021 0.059
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.01%
Volatility 6M:   168.92%
Volatility 1Y:   -
Volatility 3Y:   -