UniCredit Put 8 DBK 15.09.2021/  DE000HR12FQ4  /

EUWAX
4/19/2021  8:32:28 PM Chg.-0.010 Bid8:32:28 PM Ask8:49:00 PM Underlying Strike price Expiration date Option type
0.190EUR -5.00% 0.190
Bid Size: 12,000
0.230
Ask Size: 12,000
DEUTSCHE BANK AG NA ... 8.00 - 9/15/2021 Put

Master data

WKN: HR12FQ
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 8.00 -
Maturity: 9/15/2021
Issue date: 8/31/2020
Last trading day: 9/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -43.51
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.44
Parity: -2.44
Time value: 0.24
Break-even: 7.76
Moneyness: 0.77
Premium: 0.26
Premium p.a.: 0.75
Spread abs.: 0.05
Spread %: 20.83%
Delta: -0.33
Theta: -0.01
Omega: -14.19
Rho: -0.01
 

Quote data

Open: 0.190
High: 0.200
Low: 0.180
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month
  -44.12%
3 Months
  -72.46%
YTD
  -74.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.340 0.200
6M High / 6M Low: 1.430 0.200
High (YTD): 1/29/2021 0.990
Low (YTD): 4/16/2021 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   0.690
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.18%
Volatility 6M:   127.54%
Volatility 1Y:   -
Volatility 3Y:   -