UniCredit Call 11.75 XCA 15.12.20.../  DE000HR876X8  /

Frankfurt Zert./HVB
12/6/2021  9:55:14 PM Chg.+0.030 Bid9:56:01 PM Ask9:56:01 PM Underlying Strike price Expiration date Option type
0.670EUR +4.69% 0.660
Bid Size: 6,000
0.740
Ask Size: 6,000
CREDIT AGRICOLE INH.... 11.75 EUR 12/15/2021 Call

Master data

WKN: HR876X
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 11.75 EUR
Maturity: 12/15/2021
Issue date: 6/25/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.77
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.73
Historic volatility: 0.25
Parity: 0.49
Time value: 0.24
Break-even: 12.48
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 1.20
Spread abs.: 0.07
Spread %: 9.59%
Delta: 0.61
Theta: -0.02
Omega: 10.30
Rho: 0.00
 

Quote data

Open: 0.630
High: 0.710
Low: 0.610
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.67%
1 Month
  -57.86%
3 Months
  -29.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.480
1M High / 1M Low: 1.550 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.964
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   295.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -