UniCredit Put 8 DBK 15.09.2021
/ DE000HR12FQ4
UniCredit Put 8 DBK 15.09.2021/ DE000HR12FQ4 /
| 4/14/2021 3:31:13 PM |
Chg.-0.020 |
Bid3:35:44 PM |
Ask3:35:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.200
Bid Size: 125,000 |
0.210
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: |
-38.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.45 |
| Parity: |
-2.27 |
| Time value: |
0.27 |
| Break-even: |
7.73 |
| Moneyness: |
0.78 |
| Premium: |
0.25 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-15.77 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.230 |
| High: |
0.240 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-59.62% |
| YTD |
|
|
-71.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.370 |
0.220 |
| 6M High / 6M Low: |
1.430 |
0.220 |
| High (YTD): |
1/29/2021 |
0.990 |
| Low (YTD): |
4/12/2021 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.718 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.94% |
| Volatility 6M: |
|
123.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |