UniCredit Put 55 HLE 15.12.2021/  DE000HR4M9A6  /

Frankfurt Zert./HVB
8/23/2021  2:16:29 PM Chg.0.000 Bid8:00:05 PM Ask- Underlying Strike price Expiration date Option type
0.270EUR 0.00% -
Bid Size: -
-
Ask Size: -
HELLA GMBH+CO. KGAA ... 55.00 - 12/15/2021 Put

Master data

WKN: HR4M9A
Issuer: UniCredit
Currency: EUR
Underlying: HELLA GMBH+CO. KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 12/15/2021
Issue date: 1/11/2021
Last trading day: 8/23/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.04
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.33
Parity: -0.45
Time value: 0.27
Break-even: 52.30
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 1.01
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.54
Theta: -0.07
Omega: -11.86
Rho: -0.06
 

Quote data

Open: 0.250
High: 0.280
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -27.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 1.160 0.140
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   181.48%
Volatility 1Y:   -
Volatility 3Y:   -