UniCredit Put 7.4 DBK 16.06.2021/  DE000HR2SAZ6  /

EUWAX
2/24/2021  9:11:50 PM Chg.-0.020 Bid9:57:31 PM Ask9:57:31 PM Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.150
Bid Size: 12,000
0.190
Ask Size: 12,000
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: -47.29
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.54
Parity: -2.53
Time value: 0.21
Break-even: 7.19
Moneyness: 0.75
Premium: 0.28
Premium p.a.: 1.21
Spread abs.: 0.04
Spread %: 19.05%
Delta: -0.20
Theta: -0.01
Omega: -9.68
Rho: -0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.31%
1 Month
  -60.53%
3 Months
  -58.33%
YTD
  -59.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.170
1M High / 1M Low: 0.530 0.170
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.530
Low (YTD): 2/23/2021 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.361
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -