UC-HVB WAR. PUT 21 AUD/ DE000HR2SPY7 /
4/16/2021 9:45:02 PM | Chg.-0.0100 | Bid4/16/2021 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1900EUR | -5.00% | 0.1900 Bid Size: 25,000 |
- Ask Size: - |
AUTODESK INC. | 165.00 - | 12/15/2021 | Put |
Master data
WKN: | HR2SPY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AUTODESK INC. |
Type: | Warrant |
Option type: | Put |
Strike price: | 165.00 - |
Maturity: | 12/15/2021 |
Issue date: | 10/30/2020 |
Last trading day: | 12/14/2021 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -129.43 |
Leverage: | Yes |
Calculated values
Fair value: | 1.96 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.06 |
Historic volatility: | 0.30 |
Parity: | -8.09 |
Time value: | 0.19 |
Break-even: | 163.10 |
Moneyness: | 0.67 |
Premium: | 0.34 |
Premium p.a.: | 0.55 |
Spread abs.: | -0.01 |
Spread %: | -5.26% |
Delta: | -0.25 |
Theta: | -0.10 |
Omega: | -32.34 |
Rho: | -0.42 |
Quote data
Open: | 0.1700 |
---|---|
High: | 0.2000 |
Low: | 0.1700 |
Previous Close: | 0.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.39% | ||
---|---|---|---|
1 Month | -57.78% | ||
3 Months | -60.42% | ||
YTD | -66.07% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.2300 | 0.2000 |
---|---|---|
1M High / 1M Low: | 0.5300 | 0.2000 |
6M High / 6M Low: | - | - |
High (YTD): | 1/27/2021 | 0.9000 |
Low (YTD): | 4/15/2021 | 0.2000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3610 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 127.40% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |