UniCredit Call 135 PG 15.12.2021/  DE000HR6J6A5  /

Frankfurt Zert./HVB
10/28/2021  5:31:18 PM Chg.+0.040 Bid10/28/2021 Ask10/28/2021 Underlying Strike price Expiration date Option type
0.750EUR +5.63% 0.750
Bid Size: 60,000
0.760
Ask Size: 60,000
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: 15.79
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.68
Implied volatility: 0.49
Historic volatility: 0.13
Parity: 0.68
Time value: 0.10
Break-even: 124.22
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.50
Theta: -0.01
Omega: 7.87
Rho: 0.07
 

Quote data

Open: 0.700
High: 0.750
Low: 0.680
Previous Close: 0.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.51%
1 Month  
+7.14%
3 Months  
+2.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.530
1M High / 1M Low: 0.860 0.530
6M High / 6M Low: 1.060 0.440
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.691
Avg. volume 1M:   0.000
Avg. price 6M:   0.732
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.38%
Volatility 6M:   137.34%
Volatility 1Y:   -
Volatility 3Y:   -