UniCredit Put 5.9 DBK 16.06.2021/  DE000HR0N1A6  /

EUWAX
2/26/2021  8:19:08 PM Chg.+0.014 Bid9:59:57 PM Ask9:56:00 PM Underlying Strike price Expiration date Option type
0.094EUR +17.50% 0.100
Bid Size: 12,000
0.130
Ask Size: 12,000
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: -78.57
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.54
Parity: -4.31
Time value: 0.13
Break-even: 5.77
Moneyness: 0.58
Premium: 0.44
Premium p.a.: 2.35
Spread abs.: 0.03
Spread %: 23.08%
Delta: -0.08
Theta: 0.00
Omega: -6.31
Rho: 0.00
 

Quote data

Open: 0.087
High: 0.094
Low: 0.087
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.50%
1 Month
  -50.53%
3 Months
  -47.78%
YTD
  -32.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.094 0.068
1M High / 1M Low: 0.200 0.068
6M High / 6M Low: 0.710 0.068
High (YTD): 1/29/2021 0.200
Low (YTD): 2/24/2021 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.89%
Volatility 6M:   156.99%
Volatility 1Y:   -
Volatility 3Y:   -