UniCredit Put 130 PRG 15.12.2021/  DE000HR2F164  /

EUWAX
12/6/2021  8:28:20 PM Chg.-0.008 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.001EUR -88.89% -
Bid Size: -
-
Ask Size: -
PROCTER GAMBLE 130.00 - 12/15/2021 Put

Master data

WKN: HR2F16
Issuer: UniCredit
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 12/15/2021
Issue date: 10/16/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -401.79
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.12
Parity: -0.26
Time value: 0.03
Break-even: 129.67
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 1.42
Spread abs.: 0.03
Spread %: 78.79%
Delta: -0.32
Theta: -0.10
Omega: -127.19
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.009
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.71%
1 Month
  -95.00%
3 Months
  -99.17%
YTD
  -99.87%
1 Year
  -99.88%
3 Years     -
5 Years     -
1W High / 1W Low: 0.014 0.007
1M High / 1M Low: 0.029 0.001
6M High / 6M Low: 0.570 0.001
High (YTD): 3/4/2021 1.360
Low (YTD): 11/23/2021 0.001
52W High: 3/4/2021 1.360
52W Low: 11/23/2021 0.001
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   0.508
Avg. volume 1Y:   0.000
Volatility 1M:   1,264.05%
Volatility 6M:   517.59%
Volatility 1Y:   370.37%
Volatility 3Y:   -