UniCredit Call 205 AMGN 15.12.202.../  DE000HR61Z74  /

Frankfurt Zert./HVB
12/7/2021  2:02:58 PM Chg.+0.050 Bid2:03:00 PM Ask2:03:00 PM Underlying Strike price Expiration date Option type
0.610EUR +8.93% 0.630
Bid Size: 9,000
0.730
Ask Size: 9,000
Amgen 205.00 USD 12/15/2021 Call

Master data

WKN: HR61Z7
Issuer: UniCredit
Currency: EUR
Underlying: Amgen
Type: Warrant
Option type: Call
Strike price: 205.00 USD
Maturity: 12/15/2021
Issue date: 3/5/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.36
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.34
Implied volatility: 0.49
Historic volatility: 0.17
Parity: 0.34
Time value: 0.25
Break-even: 187.58
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.86
Spread abs.: 0.07
Spread %: 11.86%
Delta: 0.55
Theta: -0.18
Omega: 17.14
Rho: 0.02
 

Quote data

Open: 0.550
High: 0.620
Low: 0.550
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+177.27%
1 Month
  -33.70%
3 Months
  -65.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.220
1M High / 1M Low: 0.910 0.220
6M High / 6M Low: 3.840 0.220
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.508
Avg. volume 1M:   0.000
Avg. price 6M:   1.947
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   425.22%
Volatility 6M:   208.78%
Volatility 1Y:   -
Volatility 3Y:   -