UniCredit Put 80 OEWA 15.09.2021/  DE000HR4K0N0  /

Frankfurt Zert./HVB
7/26/2021  9:55:46 PM Chg.-0.010 Bid7/26/2021 Ask7/26/2021 Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 12,000
0.300
Ask Size: 12,000
VERBUND AG INH... 80.00 EUR 9/15/2021 Put

Master data

WKN: HR4K0N
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 9/15/2021
Issue date: 1/8/2021
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -27.18
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.32
Parity: -0.43
Time value: 0.31
Break-even: 76.90
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.82
Spread abs.: 0.08
Spread %: 25.81%
Delta: -0.69
Theta: -0.11
Omega: -18.72
Rho: -0.09
 

Quote data

Open: 0.210
High: 0.230
Low: 0.200
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -63.93%
3 Months
  -82.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.230
1M High / 1M Low: 0.600 0.230
6M High / 6M Low: 2.310 0.230
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   1.304
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.19%
Volatility 6M:   129.75%
Volatility 1Y:   -
Volatility 3Y:   -