UniCredit Put 29.5 VAS 15.12.2021/  DE000HR6VWC4  /

EUWAX
12/6/2021  1:30:49 PM Chg.-0.031 Bid1:46:00 PM Ask1:46:00 PM Underlying Strike price Expiration date Option type
0.029EUR -51.67% 0.027
Bid Size: 70,000
0.044
Ask Size: 70,000
VOESTALPINE AG 29.50 EUR 12/15/2021 Put

Master data

WKN: HR6VWC
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 29.50 EUR
Maturity: 12/15/2021
Issue date: 4/16/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.24
Parity: -0.07
Time value: 0.12
Break-even: 28.30
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 10.88
Spread abs.: 0.06
Spread %: 50.00%
Delta: -0.44
Theta: -0.10
Omega: -11.18
Rho: 0.00
 

Quote data

Open: 0.049
High: 0.049
Low: 0.029
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.78%
1 Month
  -23.68%
3 Months  
+7.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.026
1M High / 1M Low: 0.090 0.017
6M High / 6M Low: 0.150 0.017
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   716.61%
Volatility 6M:   368.65%
Volatility 1Y:   -
Volatility 3Y:   -