UniCredit Call 15 GSK 16.03.2022/  DE000HR5K4Z5  /

EUWAX
1/14/2022  8:36:47 PM Chg.+0.14 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.83EUR +8.28% -
Bid Size: -
-
Ask Size: -
Glaxosmithkline PLC ... 15.00 GBP 3/16/2022 Call

Master data

WKN: HR5K4Z
Issuer: UniCredit
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 15.00 GBP
Maturity: 3/16/2022
Issue date: 2/15/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.04
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.70
Implied volatility: 0.63
Historic volatility: 0.19
Parity: 1.70
Time value: 0.26
Break-even: 19.94
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.12
Spread %: 6.12%
Delta: 0.55
Theta: 0.00
Omega: 5.48
Rho: 0.01
 

Quote data

Open: 1.72
High: 1.83
Low: 1.68
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.56%
1 Month  
+17.31%
3 Months  
+422.86%
YTD  
+9.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.83 1.56
1M High / 1M Low: 1.83 1.28
6M High / 6M Low: 1.83 0.32
High (YTD): 1/14/2022 1.83
Low (YTD): 1/6/2022 1.28
52W High: - -
52W Low: - -
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.50%
Volatility 6M:   166.63%
Volatility 1Y:   -
Volatility 3Y:   -