UniCredit Put 125 ESL 15.06.2022/  DE000HR7U246  /

EUWAX
12/2/2021  8:36:53 PM Chg.+0.040 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.280EUR +16.67% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 125.00 EUR 6/15/2022 Put

Master data

WKN: HR7U24
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Put
Strike price: 125.00 EUR
Maturity: 6/15/2022
Issue date: 5/31/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -60.55
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.20
Parity: -5.66
Time value: 0.30
Break-even: 122.00
Moneyness: 0.69
Premium: 0.33
Premium p.a.: 0.70
Spread abs.: 0.05
Spread %: 16.67%
Delta: -0.24
Theta: -0.09
Omega: -14.78
Rho: -0.25
 

Quote data

Open: 0.270
High: 0.300
Low: 0.270
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month  
+75.00%
3 Months
  -24.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.280 0.150
6M High / 6M Low: 0.730 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.03%
Volatility 6M:   136.39%
Volatility 1Y:   -
Volatility 3Y:   -