UniCredit Put 30 VAS 15.12.2021/  DE000HR4K1A5  /

Frankfurt Zert./HVB
10/15/2021  9:55:14 PM Chg.0.000 Bid10/15/2021 Ask10/15/2021 Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.070
Bid Size: 12,000
0.110
Ask Size: 12,000
VOESTALPINE AG 30.00 EUR 12/15/2021 Put

Master data

WKN: HR4K1A
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 12/15/2021
Issue date: 1/8/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -29.76
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.23
Parity: -0.27
Time value: 0.11
Break-even: 28.90
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.96
Spread abs.: 0.04
Spread %: 36.36%
Delta: -0.51
Theta: -0.04
Omega: -15.21
Rho: -0.03
 

Quote data

Open: 0.061
High: 0.080
Low: 0.061
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month  
+16.67%
3 Months
  -41.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.070
1M High / 1M Low: 0.170 0.060
6M High / 6M Low: 0.170 0.022
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.46%
Volatility 6M:   209.75%
Volatility 1Y:   -
Volatility 3Y:   -