UniCredit Call 17.75 DEQ 15.12.20.../  DE000HR77ZZ6  /

Frankfurt Zert./HVB
6/18/2021  5:15:39 PM Chg.+0.030 Bid6/18/2021 Ask6/18/2021 Underlying Strike price Expiration date Option type
0.320EUR +10.34% 0.310
Bid Size: 35,000
0.320
Ask Size: 35,000
DEUTSCHE EUROSHOP NA... 17.75 EUR 12/15/2021 Call

Master data

WKN: HR77ZZ
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 17.75 EUR
Maturity: 12/15/2021
Issue date: 5/6/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.73
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.25
Implied volatility: 0.73
Historic volatility: 0.45
Parity: 0.25
Time value: 0.06
Break-even: 20.75
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.49
Theta: 0.00
Omega: 3.30
Rho: 0.03
 

Quote data

Open: 0.300
High: 0.320
Low: 0.300
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month  
+39.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.370 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -