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: |
|
- |