UniCredit Put 7.2 DBK 16.06.2021/  DE000HR2SAY9  /

EUWAX
3/4/2021  3:28:47 PM Chg.+0.020 Bid4:00:00 PM Ask4:00:00 PM Underlying Strike price Expiration date Option type
0.130EUR +18.18% 0.140
Bid Size: 125,000
0.150
Ask Size: 125,000
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: -71.37
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.54
Parity: -3.51
Time value: 0.15
Break-even: 7.05
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 1.80
Spread abs.: 0.04
Spread %: 26.67%
Delta: -0.12
Theta: 0.00
Omega: -8.32
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.130
Low: 0.120
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -62.86%
3 Months
  -59.38%
YTD
  -60.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.400 0.110
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.460
Low (YTD): 3/3/2021 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   2,000
Avg. price 1M:   0.227
Avg. volume 1M:   500
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -