UniCredit Put 6.6 DBK 16.06.2021/  DE000HR03ZW9  /

EUWAX
2/26/2021  8:52:31 PM Chg.+0.020 Bid8:52:31 PM Ask8:52:31 PM Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.120
Bid Size: 12,000
0.160
Ask Size: 12,000
DEUTSCHE BANK AG NA ... 6.60 - 6/16/2021 Put

Master data

WKN: HR03ZW
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 6.60 -
Maturity: 6/16/2021
Issue date: 7/8/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -75.60
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.55
Parity: -3.98
Time value: 0.14
Break-even: 6.46
Moneyness: 0.62
Premium: 0.39
Premium p.a.: 1.98
Spread abs.: 0.04
Spread %: 28.57%
Delta: -0.10
Theta: 0.00
Omega: -7.27
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -52.00%
3 Months
  -55.56%
YTD
  -45.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.320 0.100
6M High / 6M Low: 0.990 0.100
High (YTD): 1/29/2021 0.320
Low (YTD): 2/25/2021 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.416
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.09%
Volatility 6M:   147.02%
Volatility 1Y:   -
Volatility 3Y:   -