UniCredit Call 120 PG 15.12.2021/  DE000HR5HW20  /

Frankfurt Zert./HVB
10/22/2021  9:54:54 PM Chg.+0.130 Bid9:55:06 PM Ask10/22/2021 Underlying Strike price Expiration date Option type
1.820EUR +7.69% 1.810
Bid Size: 50,000
-
Ask Size: -
Procter & Gamble Co 120.00 USD 12/15/2021 Call

Master data

WKN: HR5HW2
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 12/15/2021
Issue date: 2/12/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.88
Leverage: Yes

Calculated values

Fair value: 1.66
Intrinsic value: 1.66
Implied volatility: 0.75
Historic volatility: 0.13
Parity: 1.66
Time value: 0.08
Break-even: 120.45
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: -0.07
Spread %: -4.02%
Delta: 0.65
Theta: -0.03
Omega: 4.46
Rho: 0.09
 

Quote data

Open: 1.690
High: 1.820
Low: 1.690
Previous Close: 1.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.08%
1 Month
  -12.92%
3 Months  
+1.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.920 1.690
1M High / 1M Low: 2.090 1.650
6M High / 6M Low: 2.210 1.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.804
Avg. volume 1W:   0.000
Avg. price 1M:   1.879
Avg. volume 1M:   0.000
Avg. price 6M:   1.725
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.40%
Volatility 6M:   78.93%
Volatility 1Y:   -
Volatility 3Y:   -