UniCredit Put 7.4 DBK 16.06.2021/  DE000HR2SAZ6  /

EUWAX
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:   -