UniCredit Call 12.5 XCA 15.12.202.../  DE000HR830K2  /

Frankfurt Zert./HVB
12/2/2021  9:01:48 PM Chg.+0.170 Bid9:09:49 PM Ask9:09:49 PM Underlying Strike price Expiration date Option type
0.270EUR +170.00% 0.270
Bid Size: 12,000
0.350
Ask Size: 12,000
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: 49.22
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -0.19
Time value: 0.25
Break-even: 12.75
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.71
Spread abs.: 0.16
Spread %: 64.00%
Delta: 0.36
Theta: -0.01
Omega: 17.59
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.280
Low: 0.140
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.03%
1 Month
  -71.88%
3 Months
  -55.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.100
1M High / 1M Low: 1.010 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -