UniCredit Call 125 PG 15.12.2021/  DE000HR6X3B2  /

EUWAX
11/29/2021  2:56:53 PM Chg.+0.23 Bid4:52:48 PM Ask4:52:48 PM Underlying Strike price Expiration date Option type
8.78EUR +2.69% 8.78
Bid Size: 10,000
8.87
Ask Size: 10,000
Procter & Gamble Co 125.00 USD 12/15/2021 Call

Master data

WKN: HR6X3B
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 12/15/2021
Issue date: 4/19/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 14.79
Leverage: Yes

Calculated values

Fair value: 17.11
Intrinsic value: 19.90
Implied volatility: -
Historic volatility: 0.12
Parity: 19.90
Time value: -11.07
Break-even: 119.52
Moneyness: 1.18
Premium: -0.08
Premium p.a.: -0.87
Spread abs.: 0.28
Spread %: 3.17%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.74
High: 8.78
Low: 8.74
Previous Close: 8.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.23%
1 Month  
+6.04%
3 Months  
+20.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 8.84 8.55
1M High / 1M Low: 8.84 8.21
6M High / 6M Low: 8.84 4.88
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.75
Avg. volume 1W:   0.00
Avg. price 1M:   8.59
Avg. volume 1M:   0.00
Avg. price 6M:   7.09
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   15.48%
Volatility 6M:   40.04%
Volatility 1Y:   -
Volatility 3Y:   -