UniCredit Put 117.5 ESL 15.06.202.../  DE000HR7G4G9  /

Frankfurt Zert./HVB
11/30/2021  9:54:41 PM Chg.+0.030 Bid11/30/2021 Ask11/30/2021 Underlying Strike price Expiration date Option type
0.230EUR +15.00% 0.230
Bid Size: 12,000
0.280
Ask Size: 12,000
ESSILORLUXO. INH. EO... 117.50 EUR 6/15/2022 Put

Master data

WKN: HR7G4G
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Put
Strike price: 117.50 EUR
Maturity: 6/15/2022
Issue date: 5/17/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -72.15
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -6.29
Time value: 0.25
Break-even: 115.00
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 0.77
Spread abs.: 0.05
Spread %: 20.00%
Delta: -0.17
Theta: -0.07
Omega: -12.45
Rho: -0.18
 

Quote data

Open: 0.230
High: 0.250
Low: 0.230
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+53.33%
1 Month  
+53.33%
3 Months
  -17.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.140
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 0.580 0.120
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.63%
Volatility 6M:   130.36%
Volatility 1Y:   -
Volatility 3Y:   -