UniCredit Put 7.4 DBK 16.06.2021/  DE000HR2SAZ6  /

Frankfurt Zert./HVB
3/5/2021  9:55:39 PM Chg.-0.050 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.110EUR -31.25% 0.110
Bid Size: 12,000
0.150
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: -70.48
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.54
Parity: -3.17
Time value: 0.15
Break-even: 7.25
Moneyness: 0.70
Premium: 0.31
Premium p.a.: 1.66
Spread abs.: 0.04
Spread %: 26.67%
Delta: -0.13
Theta: 0.00
Omega: -9.28
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.110
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -75.56%
3 Months
  -68.57%
YTD
  -70.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.410 0.110
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.520
Low (YTD): 3/5/2021 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -