UniCredit Call 12.25 XCA 15.12.20.../  DE000HR830J4  /

Frankfurt Zert./HVB
12/1/2021  9:55:28 PM Chg.-0.050 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.190EUR -20.83% 0.180
Bid Size: 12,000
0.340
Ask Size: 12,000
CREDIT AGRICOLE INH.... 12.25 EUR 12/15/2021 Call

Master data

WKN: HR830J
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.25 EUR
Maturity: 12/15/2021
Issue date: 6/18/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 41.61
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.26
Parity: -0.18
Time value: 0.29
Break-even: 12.54
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.73
Spread abs.: 0.04
Spread %: 13.79%
Delta: 0.37
Theta: -0.01
Omega: 15.52
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.350
Low: 0.190
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -69.35%
1 Month
  -83.76%
3 Months
  -73.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.240
1M High / 1M Low: 1.220 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -