UniCredit Put 5.9 DBK 16.06.2021/  DE000HR0N1A6  /

Frankfurt Zert./HVB
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:   -