UniCredit Put 3.75 AF 15.09.2021/  DE000HR82YY2  /

EUWAX
7/30/2021  8:40:03 PM Chg.+0.050 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.170EUR +41.67% -
Bid Size: -
-
Ask Size: -
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: -26.13
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.52
Parity: -0.17
Time value: 0.15
Break-even: 3.60
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.86
Spread abs.: 0.03
Spread %: 20.00%
Delta: -0.67
Theta: -0.01
Omega: -17.54
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.170
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.280 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -