UniCredit Call 172.5 MDO 15.12.20.../  DE000HZ95YC3  /

EUWAX
11/30/2021  8:24:33 PM Chg.-0.45 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
6.53EUR -6.45% -
Bid Size: -
-
Ask Size: -
MCDONALDS CORP. DL... 172.50 - 12/15/2021 Call

Master data

WKN: HZ95YC
Issuer: UniCredit
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 172.50 -
Maturity: 12/15/2021
Issue date: 4/17/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 4.91
Intrinsic value: 4.91
Implied volatility: 2.74
Historic volatility: 0.13
Parity: 4.91
Time value: 2.05
Break-even: 242.10
Moneyness: 1.28
Premium: 0.09
Premium p.a.: 7.57
Spread abs.: 0.07
Spread %: 1.01%
Delta: 0.75
Theta: -1.14
Omega: 2.40
Rho: 0.04
 

Quote data

Open: 6.68
High: 6.68
Low: 6.40
Previous Close: 6.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.04%
1 Month  
+4.65%
3 Months  
+18.94%
YTD  
+78.42%
1 Year  
+64.48%
3 Years     -
5 Years     -
1W High / 1W Low: 7.67 6.76
1M High / 1M Low: 7.67 6.62
6M High / 6M Low: 7.67 4.64
High (YTD): 11/25/2021 7.67
Low (YTD): 3/4/2021 3.03
52W High: 11/25/2021 7.67
52W Low: 3/4/2021 3.03
Avg. price 1W:   7.25
Avg. volume 1W:   0.00
Avg. price 1M:   7.01
Avg. volume 1M:   0.00
Avg. price 6M:   5.84
Avg. volume 6M:   0.00
Avg. price 1Y:   5.00
Avg. volume 1Y:   0.00
Volatility 1M:   58.92%
Volatility 6M:   56.84%
Volatility 1Y:   57.35%
Volatility 3Y:   -