UniCredit Call 130 PG 15.12.2021/  DE000HR5HW38  /

Frankfurt Zert./HVB
10/22/2021  9:54:49 PM Chg.+0.110 Bid10/22/2021 Ask10/22/2021 Underlying Strike price Expiration date Option type
0.990EUR +12.50% 0.990
Bid Size: 50,000
1.000
Ask Size: 50,000
Procter & Gamble Co 130.00 USD 12/15/2021 Call

Master data

WKN: HR5HW3
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 130.00 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: 13.32
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 0.53
Historic volatility: 0.13
Parity: 0.80
Time value: 0.10
Break-even: 120.83
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.51
Theta: -0.01
Omega: 6.84
Rho: 0.08
 

Quote data

Open: 0.880
High: 0.990
Low: 0.880
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.85%
1 Month
  -21.43%
3 Months  
+6.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.220 0.880
1M High / 1M Low: 1.280 0.880
6M High / 6M Low: 1.420 0.660
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   1.078
Avg. volume 1M:   0.000
Avg. price 6M:   1.024
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.48%
Volatility 6M:   112.40%
Volatility 1Y:   -
Volatility 3Y:   -