UniCredit Put 29.5 VAS 15.12.2021/  DE000HR6VWC4  /

Frankfurt Zert./HVB
11/30/2021  9:54:59 PM Chg.-0.020 Bid9:56:00 PM Ask9:56:00 PM Underlying Strike price Expiration date Option type
0.070EUR -22.22% 0.070
Bid Size: 12,000
0.100
Ask Size: 12,000
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: -24.57
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 0.00
Time value: 0.12
Break-even: 28.30
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 1.60
Spread abs.: 0.03
Spread %: 25.00%
Delta: -0.63
Theta: -0.06
Omega: -15.44
Rho: -0.01
 

Quote data

Open: 0.082
High: 0.100
Low: 0.067
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+133.33%
1 Month  
+75.00%
3 Months  
+159.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.030
1M High / 1M Low: 0.110 0.017
6M High / 6M Low: 0.150 0.017
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   654.68%
Volatility 6M:   344.73%
Volatility 1Y:   -
Volatility 3Y:   -