UniCredit Call 17 GSK 15.06.2022/  DE000HR94CN6  /

EUWAX
5/27/2022  8:18:08 PM Chg.-0.280 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.560EUR -33.33% -
Bid Size: -
-
Ask Size: -
Gsk PLC ORD 25P 17.00 GBP 6/15/2022 Call

Master data

WKN: HR94CN
Issuer: UniCredit
Currency: EUR
Underlying: Gsk PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 17.00 GBP
Maturity: 6/15/2022
Issue date: 8/9/2021
Last trading day: 6/14/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 29.78
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.38
Historic volatility: 0.26
Parity: 0.54
Time value: 0.15
Break-even: 20.70
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 17.39%
Delta: 0.52
Theta: 0.00
Omega: 15.39
Rho: 0.00
 

Quote data

Open: 0.650
High: 0.670
Low: 0.560
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.13%
1 Month
  -63.40%
3 Months  
+166.67%
YTD
  -6.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.150 0.560
1M High / 1M Low: 1.530 0.560
6M High / 6M Low: 1.530 0.130
High (YTD): 4/28/2022 1.530
Low (YTD): 3/7/2022 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.940
Avg. volume 1W:   0.000
Avg. price 1M:   1.000
Avg. volume 1M:   0.000
Avg. price 6M:   0.624
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   338.34%
Volatility 6M:   318.23%
Volatility 1Y:   -
Volatility 3Y:   -