UniCredit Call 100 NEM 14.12.2022/  DE000HR8P897  /

Frankfurt Zert./HVB
11/29/2021  8:01:33 PM Chg.+0.280 Bid11/29/2021 Ask11/29/2021 Underlying Strike price Expiration date Option type
2.190EUR +14.66% 2.190
Bid Size: 1,500
2.270
Ask Size: 1,500
NEMETSCHEK SE O.N. 100.00 EUR 12/14/2022 Call

Master data

WKN: HR8P89
Issuer: UniCredit
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 12/14/2022
Issue date: 7/20/2021
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.69
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.41
Implied volatility: 0.95
Historic volatility: 0.31
Parity: 0.41
Time value: 1.81
Break-even: 122.20
Moneyness: 1.04
Premium: 0.17
Premium p.a.: 0.17
Spread abs.: 0.30
Spread %: 13.51%
Delta: 0.47
Theta: -0.01
Omega: 2.19
Rho: 0.27
 

Quote data

Open: 2.130
High: 2.190
Low: 2.040
Previous Close: 1.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.46%
1 Month  
+40.38%
3 Months  
+271.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.180 1.720
1M High / 1M Low: 2.530 1.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.940
Avg. volume 1W:   0.000
Avg. price 1M:   2.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -