UniCredit Call 142.5 PG 15.12.202.../  DE000HR838J7  /

EUWAX
10/25/2021  8:15:26 PM Chg.-0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.190EUR -9.52% -
Bid Size: -
-
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: 55.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.13
Parity: -0.14
Time value: 0.22
Break-even: 124.63
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.26
Theta: 0.00
Omega: 14.07
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.180
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -54.76%
3 Months
  -52.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.180
1M High / 1M Low: 0.400 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -