UniCredit Put 27.5 VAS 15.06.2022/  DE000HR687K6  /

EUWAX
1/14/2022  8:28:59 PM Chg.+0.007 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.060EUR +13.21% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 27.50 EUR 6/15/2022 Put

Master data

WKN: HR687K
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 27.50 EUR
Maturity: 6/15/2022
Issue date: 3/12/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.36
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.24
Parity: -0.65
Time value: 0.10
Break-even: 26.51
Moneyness: 0.81
Premium: 0.22
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 37.37%
Delta: -0.71
Theta: -0.04
Omega: -24.55
Rho: -0.10
 

Quote data

Open: 0.052
High: 0.066
Low: 0.052
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -57.14%
3 Months
  -60.00%
YTD
  -45.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.053
1M High / 1M Low: 0.150 0.053
6M High / 6M Low: 0.220 0.053
High (YTD): 1/3/2022 0.100
Low (YTD): 1/13/2022 0.053
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.99%
Volatility 6M:   142.93%
Volatility 1Y:   -
Volatility 3Y:   -