UniCredit Put 8 DBK 15.09.2021/  DE000HR12FQ4  /

Frankfurt Zert./HVB
3/2/2021  6:16:50 PM Chg.0.000 Bid6:23:00 PM Ask6:23:00 PM Underlying Strike price Expiration date Option type
0.400EUR 0.00% 0.400
Bid Size: 25,000
0.420
Ask Size: 25,000
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: -23.70
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.54
Parity: -2.43
Time value: 0.44
Break-even: 7.56
Moneyness: 0.77
Premium: 0.27
Premium p.a.: 0.57
Spread abs.: 0.04
Spread %: 9.09%
Delta: -0.69
Theta: -0.01
Omega: -16.30
Rho: -0.04
 

Quote data

Open: 0.410
High: 0.410
Low: 0.380
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.89%
1 Month
  -54.55%
3 Months
  -42.03%
YTD
  -45.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.910 0.400
6M High / 6M Low: 1.910 0.400
High (YTD): 1/29/2021 0.990
Low (YTD): 3/1/2021 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.657
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.67%
Volatility 6M:   105.04%
Volatility 1Y:   -
Volatility 3Y:   -