UniCredit Put 120 ESL 16.03.2022/  DE000HR4KJZ0  /

EUWAX
12/3/2021  8:43:10 PM Chg.+0.010 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 120.00 EUR 3/16/2022 Put

Master data

WKN: HR4KJZ
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 3/16/2022
Issue date: 1/8/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -93.16
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -5.70
Time value: 0.19
Break-even: 118.10
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 1.80
Spread abs.: 0.05
Spread %: 26.32%
Delta: -0.10
Theta: -0.06
Omega: -9.70
Rho: -0.06
 

Quote data

Open: 0.140
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month  
+97.37%
3 Months
  -25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.150 0.055
6M High / 6M Low: 0.420 0.055
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.73%
Volatility 6M:   165.75%
Volatility 1Y:   -
Volatility 3Y:   -