UniCredit Put 130 PG 15.12.2021/  DE000HR2F164  /

Frankfurt Zert./HVB
10/20/2021  9:55:35 PM Chg.-0.011 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.070EUR -13.58% 0.072
Bid Size: 125,000
0.081
Ask Size: 125,000
Procter & Gamble Co 130.00 USD 12/15/2021 Put

Master data

WKN: HR2F16
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Put
Strike price: 130.00 USD
Maturity: 12/15/2021
Issue date: 10/16/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -120.93
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.02
Historic volatility: 0.13
Parity: -0.92
Time value: 0.10
Break-even: 110.77
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 0.69
Spread abs.: 0.02
Spread %: 20.00%
Delta: -0.80
Theta: -0.15
Omega: -96.30
Rho: -0.15
 

Quote data

Open: 0.079
High: 0.086
Low: 0.063
Previous Close: 0.081
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -58.82%
3 Months
  -78.13%
YTD
  -91.14%
1 Year
  -92.13%
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.070
1M High / 1M Low: 0.210 0.070
6M High / 6M Low: 0.690 0.070
High (YTD): 3/4/2021 1.370
Low (YTD): 10/15/2021 0.070
52W High: 3/4/2021 1.370
52W Low: 10/15/2021 0.070
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   0.617
Avg. volume 1Y:   0.000
Volatility 1M:   232.95%
Volatility 6M:   149.62%
Volatility 1Y:   124.30%
Volatility 3Y:   -