UniCredit Call 17.5 DEQ 16.03.202.../  DE000HR78002  /

Frankfurt Zert./HVB
6/18/2021  9:54:51 PM Chg.+0.020 Bid6/18/2021 Ask6/18/2021 Underlying Strike price Expiration date Option type
0.360EUR +5.88% 0.360
Bid Size: 9,000
0.380
Ask Size: 9,000
DEUTSCHE EUROSHOP NA... 17.50 EUR 3/16/2022 Call

Master data

WKN: HR7800
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 17.50 EUR
Maturity: 3/16/2022
Issue date: 5/6/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.32
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 0.83
Historic volatility: 0.45
Parity: 0.27
Time value: 0.11
Break-even: 21.30
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.49
Theta: 0.00
Omega: 2.61
Rho: 0.05
 

Quote data

Open: 0.340
High: 0.370
Low: 0.340
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+24.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.340
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -