UniCredit Call 150 PRG 15.12.2021/  DE000HR90CX3  /

EUWAX
10/22/2021  10:20:29 AM Chg.-0.060 Bid11:00:00 AM Ask11:00:00 AM Underlying Strike price Expiration date Option type
0.340EUR -15.00% 0.360
Bid Size: 9,000
0.490
Ask Size: 9,000
PROCTER GAMBLE 150.00 - 12/15/2021 Call

Master data

WKN: HR90CX
Issuer: UniCredit
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 12/15/2021
Issue date: 7/30/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 266.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.13
Parity: -30.14
Time value: 0.45
Break-even: 150.45
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 3.65
Spread abs.: 0.09
Spread %: 20.00%
Delta: 0.05
Theta: -0.01
Omega: 14.07
Rho: 0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.18%
1 Month
  -76.87%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.140 0.410
1M High / 1M Low: 1.530 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.748
Avg. volume 1W:   0.000
Avg. price 1M:   0.988
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -