UniCredit Call 150 PG 15.12.2021/  DE000HR90CX3  /

EUWAX
12/3/2021  1:12:45 PM Chg.+0.060 Bid1:17:40 PM Ask1:17:40 PM Underlying Strike price Expiration date Option type
0.970EUR +6.59% 0.960
Bid Size: 6,000
1.050
Ask Size: 6,000
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: 111.32
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.12
Parity: -2.42
Time value: 1.17
Break-even: 133.84
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.29
Spread abs.: 0.09
Spread %: 7.69%
Delta: 0.27
Theta: -0.05
Omega: 29.62
Rho: 0.01
 

Quote data

Open: 1.050
High: 1.050
Low: 0.970
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.38%
1 Month  
+21.25%
3 Months
  -40.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.760 0.670
1M High / 1M Low: 1.760 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.096
Avg. volume 1W:   0.000
Avg. price 1M:   1.134
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   482.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -