UniCredit Call 132.5 PG 15.12.202.../  DE000HR87Q42  /

EUWAX
12/8/2021  8:39:35 AM Chg.+0.01 Bid11:30:26 AM Ask- Underlying Strike price Expiration date Option type
1.71EUR +0.59% 1.73
Bid Size: 15,000
-
Ask Size: -
Procter & Gamble Co 132.50 USD 12/15/2021 Call

Master data

WKN: HR87Q4
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 132.50 USD
Maturity: 12/15/2021
Issue date: 6/25/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.87
Leverage: Yes

Calculated values

Fair value: 1.71
Intrinsic value: 1.71
Implied volatility: 0.90
Historic volatility: 0.12
Parity: 1.71
Time value: 0.00
Break-even: 134.64
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -0.12
Omega: 6.74
Rho: 0.02
 

Quote data

Open: 1.71
High: 1.71
Low: 1.71
Previous Close: 1.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.54%
1 Month  
+54.05%
3 Months  
+48.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.70 1.30
1M High / 1M Low: 1.70 1.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -