UniCredit Call 140 PG 15.12.2021/  DE000HR6X3E6  /

EUWAX
11/26/2021  9:07:07 PM Chg.-1.14 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
5.89EUR -16.22% -
Bid Size: -
-
Ask Size: -
Procter & Gamble Co 140.00 USD 12/15/2021 Call

Master data

WKN: HR6X3E
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/15/2021
Issue date: 4/19/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 18.42
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 7.73
Implied volatility: 0.42
Historic volatility: 0.12
Parity: 7.73
Time value: -0.53
Break-even: 132.10
Moneyness: 1.06
Premium: 0.00
Premium p.a.: -0.07
Spread abs.: 0.14
Spread %: 1.94%
Delta: 0.64
Theta: 0.00
Omega: 11.87
Rho: 0.04
 

Quote data

Open: 5.63
High: 6.62
Low: 5.63
Previous Close: 7.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.44%
1 Month  
+58.76%
3 Months  
+57.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.03 6.10
1M High / 1M Low: 7.03 3.49
6M High / 6M Low: 7.03 1.84
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.62
Avg. volume 1W:   0.00
Avg. price 1M:   5.21
Avg. volume 1M:   0.00
Avg. price 6M:   3.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.39%
Volatility 6M:   149.92%
Volatility 1Y:   -
Volatility 3Y:   -