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: |
|
- |