UniCredit Call 20 DEQ 16.03.2022/  DE000HR5H1U7  /

EUWAX
5/17/2021  11:21:51 AM Chg.-0.010 Bid5/17/2021 Ask5/17/2021 Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.160
Bid Size: 60,000
0.170
Ask Size: 60,000
DEUTSCHE EUROSHOP NA... 20.00 EUR 3/16/2022 Call

Master data

WKN: HR5H1U
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.50
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.49
Parity: -0.11
Time value: 0.18
Break-even: 21.80
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.31
Theta: 0.00
Omega: 3.27
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -15.79%
3 Months  
+14.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.220 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -