UniCredit Call 150 PG 15.12.2021/  DE000HR90CX3  /

EUWAX
11/26/2021  9:27:12 PM Chg.-0.32 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.16EUR -21.62% -
Bid Size: -
-
Ask Size: -
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: 88.11
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.12
Parity: -1.18
Time value: 1.49
Break-even: 133.95
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.50
Spread abs.: 0.28
Spread %: 18.79%
Delta: 0.29
Theta: -0.02
Omega: 25.74
Rho: 0.02
 

Quote data

Open: 0.70
High: 1.16
Low: 0.70
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.42%
1 Month  
+87.10%
3 Months
  -20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.65 0.88
1M High / 1M Low: 1.65 0.62
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   394.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -