UniCredit Call 15 GSK 14.12.2022/  DE000HR8NFX8  /

EUWAX
7/6/2022  9:34:27 AM Chg.+0.30 Bid11:23:45 AM Ask11:23:45 AM Underlying Strike price Expiration date Option type
3.96EUR +8.20% 3.68
Bid Size: 2,500
3.71
Ask Size: 2,500
Gsk PLC ORD 25P 15.00 GBP 12/14/2022 Call

Master data

WKN: HR8NFX
Issuer: UniCredit
Currency: EUR
Underlying: Gsk PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 15.00 GBP
Maturity: 12/14/2022
Issue date: 7/19/2021
Last trading day: 12/13/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.44
Leverage: Yes

Calculated values

Fair value: 3.53
Intrinsic value: 3.53
Implied volatility: 0.75
Historic volatility: 0.27
Parity: 3.53
Time value: 0.33
Break-even: 21.33
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 3.11%
Delta: 0.57
Theta: 0.00
Omega: 3.12
Rho: 0.04
 

Quote data

Open: 3.96
High: 3.96
Low: 3.96
Previous Close: 3.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.61%
1 Month  
+47.21%
3 Months  
+32.89%
YTD  
+83.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.68 3.40
1M High / 1M Low: 3.68 2.54
6M High / 6M Low: 3.90 1.22
High (YTD): 4/28/2022 3.90
Low (YTD): 3/7/2022 1.22
52W High: - -
52W Low: - -
Avg. price 1W:   3.60
Avg. volume 1W:   0.00
Avg. price 1M:   3.11
Avg. volume 1M:   0.00
Avg. price 6M:   2.62
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.51%
Volatility 6M:   127.97%
Volatility 1Y:   -
Volatility 3Y:   -