UniCredit Put 11 XCA 15.12.2021/  DE000HR61J90  /

Frankfurt Zert./HVB
12/3/2021  9:55:21 PM Chg.+0.010 Bid9:55:50 PM Ask9:55:50 PM Underlying Strike price Expiration date Option type
0.050EUR +25.00% 0.040
Bid Size: 12,000
0.120
Ask Size: 12,000
CREDIT AGRICOLE INH.... 11.00 EUR 12/15/2021 Put

Master data

WKN: HR61J9
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Put
Strike price: 11.00 EUR
Maturity: 12/15/2021
Issue date: 3/5/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -102.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.25
Parity: -1.24
Time value: 0.12
Break-even: 10.88
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 31.99
Spread abs.: 0.08
Spread %: 66.67%
Delta: -0.17
Theta: -0.02
Omega: -17.66
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.057
Low: 0.020
Previous Close: 0.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -28.57%
3 Months
  -84.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.040
1M High / 1M Low: 0.100 0.029
6M High / 6M Low: 0.850 0.029
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.344
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   807.19%
Volatility 6M:   380.62%
Volatility 1Y:   -
Volatility 3Y:   -