UniCredit Put 6.9 DBK 16.06.2021/  DE000HR03ZX7  /

EUWAX
3/5/2021  8:54:20 PM Chg.-0.030 Bid9:16:00 PM Ask9:29:00 PM Underlying Strike price Expiration date Option type
0.090EUR -25.00% 0.090
Bid Size: 12,000
0.130
Ask Size: 12,000
DEUTSCHE BANK AG NA ... 6.90 - 6/16/2021 Put

Master data

WKN: HR03ZX
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 6.90 -
Maturity: 6/16/2021
Issue date: 7/8/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -64.70
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.54
Parity: -3.45
Time value: 0.16
Break-even: 6.74
Moneyness: 0.67
Premium: 0.35
Premium p.a.: 1.89
Spread abs.: 0.04
Spread %: 25.00%
Delta: -0.12
Theta: 0.00
Omega: -7.79
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.084
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -72.73%
3 Months
  -66.67%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.330 0.090
6M High / 6M Low: 1.130 0.090
High (YTD): 1/29/2021 0.380
Low (YTD): 3/3/2021 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.65%
Volatility 6M:   162.10%
Volatility 1Y:   -
Volatility 3Y:   -