UniCredit Put 5.9 DBK 16.06.2021
/ DE000HR0N1A6
UniCredit Put 5.9 DBK 16.06.2021/ DE000HR0N1A6 /
| 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: |
|
- |