UniCredit Put 8 DBK 15.09.2021
/ DE000HR12FQ4
UniCredit Put 8 DBK 15.09.2021/ DE000HR12FQ4 /
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: |
|
- |