UniCredit Put 8 DBK 15.09.2021/  DE000HR12FQ4  /

Frankfurt Zert./HVB
3/8/2021  2:31:00 PM Chg.-0.030 Bid3/8/2021 Ask3/8/2021 Underlying Strike price Expiration date Option type
0.320EUR -8.57% 0.320
Bid Size: 125,000
0.330
Ask Size: 125,000
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: 1.65
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.52
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: -0.54
Theta: -0.01
Omega: -14.70
Rho: -0.03
 

Quote data

Open: 0.340
High: 0.350
Low: 0.300
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -60.98%
3 Months
  -56.16%
YTD
  -56.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.860 0.350
6M High / 6M Low: 1.910 0.350
High (YTD): 1/29/2021 0.990
Low (YTD): 3/5/2021 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.559
Avg. volume 1M:   0.000
Avg. price 6M:   0.975
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.93%
Volatility 6M:   110.02%
Volatility 1Y:   -
Volatility 3Y:   -