UniCredit Call 15.25 XCA 16.03.20.../  DE000HR61JA7  /

EUWAX
12/3/2021  8:39:57 PM Chg.-0.017 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.053EUR -24.29% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 15.25 EUR 3/16/2022 Call

Master data

WKN: HR61JA
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.25 EUR
Maturity: 3/16/2022
Issue date: 3/5/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 122.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -3.01
Time value: 0.10
Break-even: 15.35
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 1.25
Spread abs.: 0.04
Spread %: 40.00%
Delta: 0.08
Theta: 0.00
Omega: 9.80
Rho: 0.00
 

Quote data

Open: 0.059
High: 0.059
Low: 0.051
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.67%
1 Month
  -70.56%
3 Months
  -62.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.039
1M High / 1M Low: 0.180 0.039
6M High / 6M Low: 0.380 0.039
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   397.21%
Volatility 6M:   268.48%
Volatility 1Y:   -
Volatility 3Y:   -