UniCredit Call 135 PG 15.12.2021/  DE000HR6J6A5  /

Frankfurt Zert./HVB
12/3/2021  9:55:36 PM Chg.+0.210 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
1.320EUR +18.92% 1.330
Bid Size: 50,000
1.350
Ask Size: 50,000
Procter & Gamble Co 135.00 USD 12/15/2021 Call

Master data

WKN: HR6J6A
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 12/15/2021
Issue date: 3/26/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.63
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.08
Implied volatility: 0.65
Historic volatility: 0.12
Parity: 1.08
Time value: 0.04
Break-even: 130.61
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.79%
Delta: 0.74
Theta: -0.08
Omega: 8.57
Rho: 0.03
 

Quote data

Open: 1.100
High: 1.320
Low: 1.070
Previous Close: 1.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.92%
1 Month  
+46.67%
3 Months  
+45.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.280 0.870
1M High / 1M Low: 1.290 0.870
6M High / 6M Low: 1.290 0.440
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.084
Avg. volume 1W:   0.000
Avg. price 1M:   1.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.802
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.12%
Volatility 6M:   140.03%
Volatility 1Y:   -
Volatility 3Y:   -