UniCredit Call 150 PG 15.12.2021/  DE000HR90CX3  /

EUWAX
11/30/2021  8:38:32 PM Chg.-0.780 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.980EUR -44.32% -
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: 80.96
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.12
Parity: -0.87
Time value: 1.63
Break-even: 134.46
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.58
Spread abs.: 0.10
Spread %: 6.14%
Delta: 0.32
Theta: -0.03
Omega: 26.10
Rho: 0.02
 

Quote data

Open: 1.220
High: 1.330
Low: 0.870
Previous Close: 1.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.61%
1 Month  
+34.25%
3 Months
  -31.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.760 1.160
1M High / 1M Low: 1.760 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.498
Avg. volume 1W:   0.000
Avg. price 1M:   1.129
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   427.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -