UniCredit Call 590 PPX 15.12.2021/  DE000HZ68Y86  /

EUWAX
12/6/2021  9:15:32 AM Chg.+0.020 Bid10:35:25 AM Ask10:35:25 AM Underlying Strike price Expiration date Option type
0.950EUR +2.15% 0.950
Bid Size: 50,000
0.950
Ask Size: 50,000
KERING S.A. INH. ... 590.00 - 12/15/2021 Call

Master data

WKN: HZ68Y8
Issuer: UniCredit
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 590.00 -
Maturity: 12/15/2021
Issue date: 1/27/2020
Last trading day: 12/14/2021
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 6.84
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.94
Implied volatility: 1.12
Historic volatility: 0.28
Parity: 0.94
Time value: 0.06
Break-even: 690.00
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 4.00%
Delta: 0.80
Theta: -1.15
Omega: 5.49
Rho: 0.11
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.65%
1 Month  
+30.14%
3 Months
  -16.67%
YTD  
+61.02%
1 Year  
+35.71%
3 Years     -
5 Years     -
1W High / 1W Low: 1.060 0.930
1M High / 1M Low: 1.310 0.730
6M High / 6M Low: 2.060 0.500
High (YTD): 8/12/2021 2.060
Low (YTD): 2/25/2021 0.290
52W High: 8/12/2021 2.060
52W Low: 2/25/2021 0.290
Avg. price 1W:   1.002
Avg. volume 1W:   0.000
Avg. price 1M:   1.045
Avg. volume 1M:   0.000
Avg. price 6M:   1.181
Avg. volume 6M:   0.000
Avg. price 1Y:   0.951
Avg. volume 1Y:   0.000
Volatility 1M:   270.20%
Volatility 6M:   172.63%
Volatility 1Y:   154.75%
Volatility 3Y:   -