UniCredit Call 590 PPX 15.12.2021/  DE000HZ68Y86  /

Frankfurt Zert./HVB
12/3/2021  9:55:34 PM Chg.-0.110 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.950EUR -10.38% 0.960
Bid Size: 3,500
1.000
Ask Size: 3,500
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: 1.05
Historic volatility: 0.28
Parity: 0.94
Time value: 0.06
Break-even: 690.00
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 4.00%
Delta: 0.79
Theta: -0.95
Omega: 5.41
Rho: 0.13
 

Quote data

Open: 1.110
High: 1.140
Low: 0.920
Previous Close: 1.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.28%
1 Month  
+30.14%
3 Months
  -9.52%
YTD  
+61.02%
1 Year  
+33.80%
3 Years     -
5 Years     -
1W High / 1W Low: 1.060 0.930
1M High / 1M Low: 1.310 0.730
6M High / 6M Low: 2.070 0.500
High (YTD): 8/12/2021 2.070
Low (YTD): 2/25/2021 0.290
52W High: 8/12/2021 2.070
52W Low: 2/25/2021 0.290
Avg. price 1W:   0.986
Avg. volume 1W:   0.000
Avg. price 1M:   1.026
Avg. volume 1M:   0.000
Avg. price 6M:   1.182
Avg. volume 6M:   0.000
Avg. price 1Y:   0.952
Avg. volume 1Y:   0.000
Volatility 1M:   255.13%
Volatility 6M:   169.78%
Volatility 1Y:   152.61%
Volatility 3Y:   -