UniCredit Put 7.2 DBK 16.06.2021/  DE000HR2SAY9  /

EUWAX
4/16/2021  8:34:49 PM Chg.-0.008 Bid9:37:00 PM Ask- Underlying Strike price Expiration date Option type
0.035EUR -18.60% 0.033
Bid Size: 12,000
-
Ask Size: -
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: -316.42
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.44
Parity: -3.24
Time value: 0.03
Break-even: 7.17
Moneyness: 0.69
Premium: 0.31
Premium p.a.: 4.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.04
Theta: 0.00
Omega: -13.47
Rho: 0.00
 

Quote data

Open: 0.036
High: 0.036
Low: 0.034
Previous Close: 0.043
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month
  -50.00%
3 Months
  -86.00%
YTD
  -89.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.044 0.033
1M High / 1M Low: 0.100 0.033
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.460
Low (YTD): 4/14/2021 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   304.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -