UniCredit Put 10 XCA 16.03.2022/  DE000HR4K4A9  /

Frankfurt Zert./HVB
1/21/2022  9:55:33 PM Chg.0.000 Bid1/21/2022 Ask1/21/2022 Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.070
Bid Size: 12,000
0.120
Ask Size: 12,000
CREDIT AGRICOLE INH.... 10.00 EUR 3/16/2022 Put

Master data

WKN: HR4K4A
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Put
Strike price: 10.00 EUR
Maturity: 3/16/2022
Issue date: 1/8/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -110.70
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.24
Parity: -3.28
Time value: 0.12
Break-even: 9.88
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 3.81
Spread abs.: 0.05
Spread %: 41.67%
Delta: -0.10
Theta: -0.01
Omega: -11.37
Rho: 0.00
 

Quote data

Open: 0.059
High: 0.076
Low: 0.059
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+55.56%
1 Month
  -50.00%
3 Months
  -58.82%
YTD
  -30.00%
1 Year
  -95.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.046
1M High / 1M Low: 0.140 0.045
6M High / 6M Low: 0.550 0.045
High (YTD): 1/5/2022 0.080
Low (YTD): 1/14/2022 0.045
52W High: 1/27/2021 1.920
52W Low: 1/14/2022 0.045
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   0.533
Avg. volume 1Y:   0.000
Volatility 1M:   174.68%
Volatility 6M:   169.78%
Volatility 1Y:   143.14%
Volatility 3Y:   -