UniCredit Call 20.75 DEQ 16.03.20.../  DE000HR5XM06  /

EUWAX
5/14/2021  8:09:40 PM Chg.0.000 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 20.75 EUR 3/16/2022 Call

Master data

WKN: HR5XM0
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.75 EUR
Maturity: 3/16/2022
Issue date: 3/2/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.81
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.49
Parity: -0.19
Time value: 0.16
Break-even: 22.35
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.29
Theta: 0.00
Omega: 3.39
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -12.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.190 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -