UniCredit Call 10.5 IBE1 15.06.20.../  DE000HB0UEB7  /

EUWAX
1/19/2022  9:40:06 AM Chg.-0.020 Bid11:44:17 AM Ask11:44:17 AM Underlying Strike price Expiration date Option type
0.330EUR -5.71% 0.330
Bid Size: 100,000
0.340
Ask Size: 100,000
IBERDROLA INH. EO... 10.50 EUR 6/15/2022 Call

Master data

WKN: HB0UEB
Issuer: UniCredit
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 6/15/2022
Issue date: 10/29/2021
Last trading day: 6/14/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.21
Parity: -0.54
Time value: 0.37
Break-even: 10.87
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 10.81%
Delta: 0.23
Theta: 0.00
Omega: 6.28
Rho: 0.01
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month  
+32.00%
3 Months     -
YTD
  -32.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.520 0.270
6M High / 6M Low: - -
High (YTD): 1/3/2022 0.520
Low (YTD): 1/14/2022 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -