UniCredit Call 142.5 PG 15.12.202.../  DE000HR838J7  /

Frankfurt Zert./HVB
12/8/2021  9:54:52 PM Chg.+0.020 Bid8:00:21 AM Ask- Underlying Strike price Expiration date Option type
0.840EUR +2.44% 0.850
Bid Size: 10,000
-
Ask Size: -
Procter & Gamble Co 142.50 USD 12/15/2021 Call

Master data

WKN: HR838J
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 142.50 USD
Maturity: 12/15/2021
Issue date: 6/18/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.84
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.82
Implied volatility: 0.59
Historic volatility: 0.12
Parity: 0.82
Time value: 0.03
Break-even: 134.91
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.75
Theta: -0.10
Omega: 11.91
Rho: 0.02
 

Quote data

Open: 0.820
High: 0.860
Low: 0.710
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+68.00%
1 Month  
+115.38%
3 Months  
+75.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.500
1M High / 1M Low: 0.870 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.563
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   329.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -