UniCredit Put 29.5 VAS 15.12.2021/  DE000HR6VWC4  /

Frankfurt Zert./HVB
10/28/2021  2:31:41 PM Chg.+0.004 Bid2:35:31 PM Ask2:35:31 PM Underlying Strike price Expiration date Option type
0.052EUR +8.33% 0.051
Bid Size: 70,000
0.060
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: -26.80
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.27
Time value: 0.12
Break-even: 28.30
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 1.37
Spread abs.: 0.07
Spread %: 58.33%
Delta: -0.43
Theta: -0.04
Omega: -11.54
Rho: -0.02
 

Quote data

Open: 0.049
High: 0.059
Low: 0.049
Previous Close: 0.048
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -48.00%
3 Months
  -5.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.048
1M High / 1M Low: 0.150 0.048
6M High / 6M Low: 0.150 0.018
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.64%
Volatility 6M:   226.22%
Volatility 1Y:   -
Volatility 3Y:   -