UniCredit Put 7.4 DBK 16.06.2021
/ DE000HR2SAZ6
UniCredit Put 7.4 DBK 16.06.2021/ DE000HR2SAZ6 /
| 3/3/2021 1:25:29 PM |
Chg.-0.020 |
Bid1:40:37 PM |
Ask1:40:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-14.29% |
0.120
Bid Size: 125,000 |
0.130
Ask Size: 125,000 |
DEUTSCHE BANK AG NA ... |
7.40 - |
6/16/2021 |
Put |
Master data
| WKN: |
HR2SAZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.40 - |
| Maturity: |
6/16/2021 |
| Issue date: |
10/30/2020 |
| Last trading day: |
6/15/2021 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-58.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.54 |
| Parity: |
-3.07 |
| Time value: |
0.18 |
| Break-even: |
7.22 |
| Moneyness: |
0.71 |
| Premium: |
0.31 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.04 |
| Spread %: |
22.22% |
| Delta: |
-0.15 |
| Theta: |
0.00 |
| Omega: |
-8.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-71.43% |
| 3 Months |
|
|
-64.71% |
| YTD |
|
|
-67.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.450 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/29/2021 |
0.530 |
| Low (YTD): |
3/2/2021 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |