UniCredit Put 7 DBK 15.09.2021/  DE000HR12FP6  /

EUWAX
2/24/2021  8:54:08 PM Chg.-0.030 Bid9:57:41 PM Ask9:57:41 PM Underlying Strike price Expiration date Option type
0.250EUR -10.71% 0.250
Bid Size: 12,000
0.290
Ask Size: 12,000
DEUTSCHE BANK AG NA ... 7.00 - 9/15/2021 Put

Master data

WKN: HR12FP
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 7.00 -
Maturity: 9/15/2021
Issue date: 8/31/2020
Last trading day: 9/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -32.03
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.54
Parity: -2.93
Time value: 0.31
Break-even: 6.69
Moneyness: 0.70
Premium: 0.33
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 9.68%
Delta: -0.34
Theta: -0.01
Omega: -10.96
Rho: -0.02
 

Quote data

Open: 0.300
High: 0.300
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.56%
1 Month
  -46.81%
3 Months
  -43.18%
YTD
  -44.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.610 0.280
6M High / 6M Low: - -
High (YTD): 1/29/2021 0.610
Low (YTD): 2/23/2021 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -