UniCredit Call 100 NEM 14.12.2022/  DE000HR8P897  /

EUWAX
9/17/2021  9:14:20 PM Chg.-0.090 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.670EUR -11.84% -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 100.00 - 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 -
Maturity: 12/14/2022
Issue date: 7/20/2021
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.15
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.33
Parity: -1.19
Time value: 0.79
Break-even: 107.90
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 3.80%
Delta: 0.26
Theta: 0.00
Omega: 2.94
Rho: 0.19
 

Quote data

Open: 0.730
High: 0.730
Low: 0.670
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.46%
1 Month  
+39.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.640
1M High / 1M Low: 0.760 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.712
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -