UniCredit Put 80 SQU 15.12.2021/  DE000HR3XN80  /

Frankfurt Zert./HVB
10/21/2021  1:46:16 PM Chg.-0.011 Bid1:53:51 PM Ask1:53:51 PM Underlying Strike price Expiration date Option type
0.079EUR -12.22% 0.080
Bid Size: 125,000
0.086
Ask Size: 125,000
VINCI S.A. INH. EO... 80.00 EUR 12/15/2021 Put

Master data

WKN: HR3XN8
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 12/15/2021
Issue date: 12/7/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -83.15
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.30
Parity: -1.15
Time value: 0.11
Break-even: 78.90
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 1.35
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.25
Theta: -0.06
Omega: -20.66
Rho: -0.04
 

Quote data

Open: 0.090
High: 0.091
Low: 0.079
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -43.57%
1 Month
  -64.09%
3 Months
  -75.31%
YTD
  -91.68%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: 0.540 0.090
High (YTD): 1/27/2021 1.310
Low (YTD): 10/20/2021 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.94%
Volatility 6M:   174.92%
Volatility 1Y:   -
Volatility 3Y:   -