UniCredit Call 101 SQU 15.12.2021/  DE000HR917X0  /

Frankfurt Zert./HVB
10/21/2021  9:55:03 PM Chg.-0.006 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
0.046EUR -11.54% 0.047
Bid Size: 12,000
0.070
Ask Size: 12,000
VINCI S.A. INH. EO... 101.00 EUR 12/15/2021 Call

Master data

WKN: HR917X
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 101.00 EUR
Maturity: 12/15/2021
Issue date: 8/2/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 121.96
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -0.95
Time value: 0.08
Break-even: 101.75
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.03
Spread abs.: 0.02
Spread %: 30.67%
Delta: 0.12
Theta: -0.01
Omega: 14.70
Rho: 0.02
 

Quote data

Open: 0.040
High: 0.058
Low: 0.040
Previous Close: 0.052
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.060 0.046
1M High / 1M Low: 0.110 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   430.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -