UniCredit Put 7.2 DBK 16.06.2021/  DE000HR2SAY9  /

Frankfurt Zert./HVB
3/8/2021  5:47:00 PM Chg.0.000 Bid3/8/2021 Ask3/8/2021 Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 25,000
0.130
Ask Size: 25,000
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: -75.51
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.52
Parity: -3.37
Time value: 0.14
Break-even: 7.06
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 1.85
Spread abs.: 0.04
Spread %: 28.57%
Delta: -0.12
Theta: 0.00
Omega: -8.74
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.110
Low: 0.083
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -70.59%
3 Months
  -72.22%
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:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -