UniCredit Call 12.5 XCA 15.12.202.../  DE000HR830K2  /

Frankfurt Zert./HVB
11/26/2021  9:55:03 PM Chg.-0.140 Bid- Ask- Underlying Strike price Expiration date Option type
0.230EUR -37.84% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 12.50 EUR 12/15/2021 Call

Master data

WKN: HR830K
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.50 EUR
Maturity: 12/15/2021
Issue date: 6/18/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 30.94
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.26
Parity: -0.43
Time value: 0.39
Break-even: 12.89
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 2.82
Spread abs.: 0.16
Spread %: 41.03%
Delta: 0.36
Theta: -0.01
Omega: 11.04
Rho: 0.00
 

Quote data

Open: 0.080
High: 0.250
Low: 0.080
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.13%
1 Month
  -71.60%
3 Months
  -58.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.230
1M High / 1M Low: 1.010 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.640
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -