UniCredit Call 140 PRG 15.12.2021/  DE000HR1K1N1  /

EUWAX
11/26/2021  9:14:24 PM Chg.-0.140 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.690EUR -16.87% -
Bid Size: -
-
Ask Size: -
PROCTER GAMBLE 140.00 - 12/15/2021 Call

Master data

WKN: HR1K1N
Issuer: UniCredit
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 12/15/2021
Issue date: 9/7/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.12
Parity: -0.87
Time value: 0.73
Break-even: 147.30
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 9.33
Spread abs.: 0.04
Spread %: 5.48%
Delta: 0.39
Theta: -0.25
Omega: 6.98
Rho: 0.02
 

Quote data

Open: 0.710
High: 0.810
Low: 0.660
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.43%
1 Month  
+68.29%
3 Months  
+25.45%
YTD
  -21.59%
1 Year
  -22.47%
3 Years     -
5 Years     -
1W High / 1W Low: 0.830 0.690
1M High / 1M Low: 0.830 0.400
6M High / 6M Low: 0.830 0.280
High (YTD): 1/6/2021 0.950
Low (YTD): 10/21/2021 0.280
52W High: 1/6/2021 0.950
52W Low: 10/21/2021 0.280
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   0.506
Avg. volume 6M:   0.000
Avg. price 1Y:   0.557
Avg. volume 1Y:   0.000
Volatility 1M:   155.90%
Volatility 6M:   169.65%
Volatility 1Y:   145.92%
Volatility 3Y:   -