UniCredit Put 7.2 DBK 16.06.2021/  DE000HR2SAY9  /

Frankfurt Zert./HVB
3/3/2021  12:46:29 PM Chg.-0.010 Bid3/3/2021 Ask3/3/2021 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 125,000
0.120
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: -65.41
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.54
Parity: -3.27
Time value: 0.16
Break-even: 7.04
Moneyness: 0.69
Premium: 0.33
Premium p.a.: 1.68
Spread abs.: 0.04
Spread %: 25.00%
Delta: -0.13
Theta: 0.00
Omega: -8.56
Rho: 0.00
 

Quote data

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

Performance

1 Week
  -21.43%
1 Month
  -71.05%
3 Months
  -64.52%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.400 0.120
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.460
Low (YTD): 3/2/2021 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -