UniCredit Call 150 PG 15.12.2021/  DE000HR90CX3  /

Frankfurt Zert./HVB
12/1/2021  9:55:25 PM Chg.+0.520 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
1.020EUR +104.00% 0.970
Bid Size: 10,000
1.060
Ask Size: 10,000
Procter & Gamble Co 150.00 USD 12/15/2021 Call

Master data

WKN: HR90CX
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/15/2021
Issue date: 7/30/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 205.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.12
Parity: -4.78
Time value: 0.62
Break-even: 133.01
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 1.95
Spread abs.: 0.10
Spread %: 16.13%
Delta: 0.16
Theta: -0.03
Omega: 33.58
Rho: 0.01
 

Quote data

Open: 0.610
High: 1.210
Low: 0.450
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.67%
1 Month  
+70.00%
3 Months
  -38.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.650 0.500
1M High / 1M Low: 1.720 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.264
Avg. volume 1W:   0.000
Avg. price 1M:   1.109
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -