UniCredit Call 550 PPX 15.12.2021/  DE000HZ6H1F0  /

Frankfurt Zert./HVB
10/15/2021  9:54:39 PM Chg.+0.010 Bid10/15/2021 Ask10/15/2021 Underlying Strike price Expiration date Option type
1.210EUR +0.83% 1.210
Bid Size: 3,000
1.230
Ask Size: 3,000
KERING S.A. INH. ... 550.00 EUR 12/15/2021 Call

Master data

WKN: HZ6H1F
Issuer: UniCredit
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 550.00 EUR
Maturity: 12/15/2021
Issue date: 2/3/2020
Last trading day: 12/14/2021
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.12
Implied volatility: 0.88
Historic volatility: 0.28
Parity: 1.12
Time value: 0.10
Break-even: 672.00
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.64%
Delta: 0.67
Theta: -0.21
Omega: 3.63
Rho: 0.54
 

Quote data

Open: 1.260
High: 1.300
Low: 1.200
Previous Close: 1.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month  
+23.47%
3 Months
  -38.58%
YTD  
+51.25%
1 Year  
+53.16%
3 Years     -
5 Years     -
1W High / 1W Low: 1.200 0.880
1M High / 1M Low: 1.200 0.780
6M High / 6M Low: 2.450 0.780
High (YTD): 8/12/2021 2.450
Low (YTD): 2/25/2021 0.420
52W High: 8/12/2021 2.450
52W Low: 2/25/2021 0.420
Avg. price 1W:   0.988
Avg. volume 1W:   0.000
Avg. price 1M:   0.926
Avg. volume 1M:   0.000
Avg. price 6M:   1.619
Avg. volume 6M:   76.923
Avg. price 1Y:   1.188
Avg. volume 1Y:   39.370
Volatility 1M:   163.70%
Volatility 6M:   116.59%
Volatility 1Y:   122.82%
Volatility 3Y:   -