UniCredit Put 8 DBK 15.09.2021/  DE000HR12FQ4  /

EUWAX
3/5/2021  8:48:35 PM Chg.-0.070 Bid9:59:28 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.360EUR -16.28% 0.350
Bid Size: 10,000
0.390
Ask Size: 10,000
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: -27.11
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.54
Parity: -2.57
Time value: 0.39
Break-even: 7.61
Moneyness: 0.76
Premium: 0.28
Premium p.a.: 0.60
Spread abs.: 0.04
Spread %: 10.26%
Delta: -0.59
Theta: -0.01
Omega: -15.93
Rho: -0.03
 

Quote data

Open: 0.390
High: 0.390
Low: 0.340
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -60.44%
3 Months
  -47.83%
YTD
  -51.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.860 0.350
6M High / 6M Low: 1.920 0.350
High (YTD): 1/29/2021 0.990
Low (YTD): 3/3/2021 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   0.980
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.76%
Volatility 6M:   116.72%
Volatility 1Y:   -
Volatility 3Y:   -