UniCredit Put 120 ESL 16.03.2022/  DE000HR4KJZ0  /

EUWAX
12/7/2021  5:56:42 PM Chg.-0.020 Bid12/7/2021 Ask12/7/2021 Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.110
Bid Size: 12,000
0.180
Ask Size: 12,000
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: -99.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.20
Parity: -5.91
Time value: 0.18
Break-even: 118.20
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 1.94
Spread abs.: 0.05
Spread %: 27.78%
Delta: -0.10
Theta: -0.06
Omega: -9.54
Rho: -0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+46.67%
3 Months
  -35.29%
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: 0.390 0.055
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.75%
Volatility 6M:   166.25%
Volatility 1Y:   -
Volatility 3Y:   -