UniCredit Call 114 PG 15.12.2021/  DE000HR626C1  /

EUWAX
12/2/2021  8:24:19 PM Chg.+0.07 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.00EUR +2.39% -
Bid Size: -
-
Ask Size: -
Procter & Gamble Co 114.00 USD 12/15/2021 Call

Master data

WKN: HR626C
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 114.00 USD
Maturity: 12/15/2021
Issue date: 3/5/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.51
Leverage: Yes

Calculated values

Fair value: 2.86
Intrinsic value: 2.86
Implied volatility: 1.21
Historic volatility: 0.12
Parity: 2.86
Time value: 0.01
Break-even: 129.42
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -0.11
Omega: 3.92
Rho: 0.03
 

Quote data

Open: 2.88
High: 3.00
Low: 2.88
Previous Close: 2.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month  
+15.38%
3 Months  
+18.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.15 2.90
1M High / 1M Low: 3.15 2.60
6M High / 6M Low: 3.15 1.66
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.90
Avg. volume 1M:   0.00
Avg. price 6M:   2.38
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.13%
Volatility 6M:   59.85%
Volatility 1Y:   -
Volatility 3Y:   -