UniCredit Put 5.9 DBK 16.06.2021
/ DE000HR0N1A6
UniCredit Put 5.9 DBK 16.06.2021/ DE000HR0N1A6 /
| 2/25/2021 9:55:08 PM |
Chg.+0.014 |
Bid9:56:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
+20.59% |
0.082
Bid Size: 12,000 |
-
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: |
-108.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.54 |
| Parity: |
-4.29 |
| Time value: |
0.09 |
| Break-even: |
5.81 |
| Moneyness: |
0.58 |
| Premium: |
0.43 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.03 |
| Spread %: |
27.66% |
| Delta: |
-0.07 |
| Theta: |
0.00 |
| Omega: |
-7.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.057 |
| High: |
0.084 |
| Low: |
0.052 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.45% |
| 1 Month |
|
|
-54.44% |
| 3 Months |
|
|
-54.44% |
| YTD |
|
|
-41.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.068 |
| 1M High / 1M Low: |
0.200 |
0.068 |
| 6M High / 6M Low: |
0.690 |
0.068 |
| High (YTD): |
1/29/2021 |
0.200 |
| Low (YTD): |
2/24/2021 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.48% |
| Volatility 6M: |
|
148.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |