UniCredit Call 14.5 GLAXF 14.12.2.../  DE000HB154B4  /

Frankfurt Zert./HVB
-  - Chg.- Bid- Ask- Underlying Strike price Expiration date Option type
-EUR - -
Bid Size: -
-
Ask Size: -
Glaxosmithkline Plc 14.50 - 12/14/2022 Call

Master data

WKN: HB154B
Issuer: UniCredit
Currency: EUR
Underlying: Glaxosmithkline Plc
Type: Warrant
Option type: Call
Strike price: 14.50 -
Maturity: 12/14/2022
Issue date: 11/15/2021
Last trading day: 7/14/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.97
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 1.90
Implied volatility: 0.65
Historic volatility: 0.49
Parity: 1.90
Time value: 1.40
Break-even: 17.80
Moneyness: 1.13
Premium: 0.09
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 1.82%
Delta: 0.68
Theta: -0.01
Omega: 3.40
Rho: 0.03
 

Quote data

Open: -
High: -
Low: -
Previous Close: -
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 4.320 3.010
6M High / 6M Low: 4.460 1.220
High (YTD): 4/28/2022 4.460
Low (YTD): 3/9/2022 1.220
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.832
Avg. volume 1M:   0.000
Avg. price 6M:   3.159
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.37%
Volatility 6M:   151.57%
Volatility 1Y:   -
Volatility 3Y:   -