UniCredit Call 590 PPX 15.12.2021/  DE000HZ68Y86  /

EUWAX
10/20/2021  2:42:18 PM Chg.-0.110 Bid3:49:13 PM Ask3:49:13 PM Underlying Strike price Expiration date Option type
0.600EUR -15.49% 0.630
Bid Size: 60,000
0.640
Ask Size: 60,000
KERING S.A. INH. ... 590.00 EUR 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 EUR
Maturity: 12/15/2021
Issue date: 1/27/2020
Last trading day: 12/14/2021
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 8.91
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 0.69
Historic volatility: 0.28
Parity: 0.60
Time value: 0.13
Break-even: 663.00
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.57
Theta: -0.16
Omega: 5.08
Rho: 0.46
 

Quote data

Open: 0.460
High: 0.600
Low: 0.460
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month  
+1.69%
3 Months
  -58.33%
YTD  
+1.69%
1 Year
  -20.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.690
1M High / 1M Low: 0.850 0.500
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:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.628
Avg. volume 1M:   0.000
Avg. price 6M:   1.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.921
Avg. volume 1Y:   0.000
Volatility 1M:   204.41%
Volatility 6M:   142.21%
Volatility 1Y:   142.46%
Volatility 3Y:   -