UniCredit Put 70 SQU 15.12.2021/  DE000HR3FQZ7  /

Frankfurt Zert./HVB
10/19/2021  6:16:27 PM Chg.-0.006 Bid10/19/2021 Ask10/19/2021 Underlying Strike price Expiration date Option type
0.049EUR -10.91% 0.049
Bid Size: 12,000
0.083
Ask Size: 12,000
VINCI S.A. INH. EO... 70.00 EUR 12/15/2021 Put

Master data

WKN: HR3FQZ
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 12/15/2021
Issue date: 11/18/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -115.28
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.99
Time value: 0.08
Break-even: 69.22
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 2.77
Spread abs.: 0.02
Spread %: 29.49%
Delta: -0.12
Theta: -0.04
Omega: -13.33
Rho: -0.02
 

Quote data

Open: 0.050
High: 0.056
Low: 0.048
Previous Close: 0.055
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -55.45%
3 Months
  -75.50%
YTD
  -91.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.077 0.053
1M High / 1M Low: 0.100 0.053
6M High / 6M Low: 0.260 0.053
High (YTD): 1/27/2021 0.800
Low (YTD): 10/15/2021 0.053
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.31%
Volatility 6M:   160.88%
Volatility 1Y:   -
Volatility 3Y:   -