UniCredit Call 18 ASG 14.12.2022/  DE000HR9AUU8  /

EUWAX
12/1/2022  3:26:46 PM Chg.+0.010 Bid5:30:01 PM Ask5:30:01 PM Underlying Strike price Expiration date Option type
0.033EUR +43.48% -
Bid Size: -
-
Ask Size: -
GENERALI 18.00 EUR 12/14/2022 Call

Master data

WKN: HR9AUU
Issuer: UniCredit
Currency: EUR
Underlying: GENERALI
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 12/14/2022
Issue date: 8/20/2021
Last trading day: 12/13/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 206.59
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.25
Parity: -1.06
Time value: 0.08
Break-even: 18.08
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 5.24
Spread abs.: 0.05
Spread %: 59.76%
Delta: 0.36
Theta: -0.03
Omega: 74.31
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.033
Low: 0.009
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+135.71%
3 Months
  -38.89%
YTD
  -97.66%
1 Year
  -97.46%
3 Years     -
5 Years     -
1W High / 1W Low: 0.033 0.009
1M High / 1M Low: 0.110 0.004
6M High / 6M Low: 0.650 0.001
High (YTD): 4/1/2022 3.150
Low (YTD): 9/30/2022 0.001
52W High: 4/1/2022 3.150
52W Low: 9/30/2022 0.001
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.682
Avg. volume 1Y:   0.000
Volatility 1M:   1,004.48%
Volatility 6M:   1,357.40%
Volatility 1Y:   971.08%
Volatility 3Y:   -