UniCredit Put 3.75 AF 15.09.2021/  DE000HR82YY2  /

Frankfurt Zert./HVB
7/30/2021  9:16:25 PM Chg.+0.040 Bid9:55:33 PM Ask9:55:33 PM Underlying Strike price Expiration date Option type
0.160EUR +33.33% 0.160
Bid Size: 12,000
0.190
Ask Size: 12,000
Air France-KLM 3.75 EUR 9/15/2021 Put

Master data

WKN: HR82YY
Issuer: UniCredit
Currency: EUR
Underlying: Air France-KLM
Type: Warrant
Option type: Put
Strike price: 3.75 EUR
Maturity: 9/15/2021
Issue date: 6/18/2021
Last trading day: 9/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -27.38
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.51
Parity: -0.36
Time value: 0.15
Break-even: 3.60
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.47
Spread abs.: 0.03
Spread %: 20.00%
Delta: -0.41
Theta: 0.00
Omega: -11.27
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.180
Low: 0.090
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: 0.290 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -