UniCredit Call 17 GSK 15.06.2022/  DE000HR94CN6  /

EUWAX
1/21/2022  2:57:13 PM Chg.+0.040 Bid2:58:00 PM Ask2:58:00 PM Underlying Strike price Expiration date Option type
0.620EUR +6.90% 0.620
Bid Size: 10,000
0.650
Ask Size: 10,000
Glaxosmithkline PLC ... 17.00 GBP 6/15/2022 Call

Master data

WKN: HR94CN
Issuer: UniCredit
Currency: EUR
Underlying: Glaxosmithkline 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: 29.70
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.21
Parity: -0.84
Time value: 0.66
Break-even: 21.10
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.11
Spread %: 16.67%
Delta: 0.23
Theta: 0.00
Omega: 6.71
Rho: 0.01
 

Quote data

Open: 0.610
High: 0.620
Low: 0.610
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month  
+3.33%
3 Months  
+264.71%
YTD  
+3.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.040 0.580
1M High / 1M Low: 1.040 0.440
6M High / 6M Low: - -
High (YTD): 1/17/2022 1.040
Low (YTD): 1/6/2022 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -