UniCredit Put 8 DBK 15.09.2021/  DE000HR12FQ4  /

Frankfurt Zert./HVB
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:   -