UniCredit Put 9.5 XCA 15.12.2021/  DE000HR70918  /

Frankfurt Zert./HVB
11/26/2021  9:55:06 PM Chg.+0.004 Bid- Ask- Underlying Strike price Expiration date Option type
0.024EUR +20.00% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 9.50 EUR 12/15/2021 Put

Master data

WKN: HR7091
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Put
Strike price: 9.50 EUR
Maturity: 12/15/2021
Issue date: 4/23/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -100.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.26
Parity: -2.57
Time value: 0.12
Break-even: 9.38
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 57.88
Spread abs.: 0.10
Spread %: 80.00%
Delta: -0.11
Theta: -0.01
Omega: -10.61
Rho: 0.00
 

Quote data

Open: 0.044
High: 0.050
Low: 0.006
Previous Close: 0.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -35.14%
3 Months
  -80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.025 0.016
1M High / 1M Low: 0.070 0.014
6M High / 6M Low: 0.350 0.014
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   408.96%
Volatility 6M:   256.64%
Volatility 1Y:   -
Volatility 3Y:   -