UniCredit Put 7.2 DBK 16.06.2021/  DE000HR2SAY9  /

EUWAX
3/5/2021  8:54:12 PM Chg.-0.040 Bid8:54:12 PM Ask8:54:12 PM Underlying Strike price Expiration date Option type
0.100EUR -28.57% 0.100
Bid Size: 12,000
0.140
Ask Size: 12,000
DEUTSCHE BANK AG NA ... 7.20 - 6/16/2021 Put

Master data

WKN: HR2SAY
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 7.20 -
Maturity: 6/16/2021
Issue date: 10/30/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -57.51
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.54
Parity: -3.15
Time value: 0.18
Break-even: 7.02
Moneyness: 0.70
Premium: 0.32
Premium p.a.: 1.69
Spread abs.: 0.04
Spread %: 22.22%
Delta: -0.14
Theta: 0.00
Omega: -8.25
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.140
Turnover: 500
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -75.00%
3 Months
  -68.75%
YTD
  -69.70%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.360 0.100
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.460
Low (YTD): 3/5/2021 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   1,000
Avg. price 1M:   0.201
Avg. volume 1M:   750
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -