UniCredit Call 210 MCD 15.12.2021/  DE000HZ7HZE0  /

Frankfurt Zert./HVB
10/26/2021  2:16:02 PM Chg.+0.080 Bid2:25:35 PM Ask2:25:35 PM Underlying Strike price Expiration date Option type
2.480EUR +3.33% 2.480
Bid Size: 20,000
2.490
Ask Size: 20,000
McDonald's Corp 210.00 USD 12/15/2021 Call

Master data

WKN: HZ7HZE
Issuer: UniCredit
Currency: EUR
Underlying: McDonald's Corp
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 12/15/2021
Issue date: 3/3/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 2.36
Implied volatility: 0.66
Historic volatility: 0.13
Parity: 2.36
Time value: 0.06
Break-even: 205.10
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.41%
Delta: 0.62
Theta: -0.03
Omega: 5.25
Rho: 0.14
 

Quote data

Open: 2.440
High: 2.490
Low: 2.440
Previous Close: 2.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.37%
1 Month
  -23.22%
3 Months
  -17.88%
YTD  
+50.30%
1 Year
  -4.25%
3 Years     -
5 Years     -
1W High / 1W Low: 2.830 2.400
1M High / 1M Low: 3.420 2.400
6M High / 6M Low: 3.420 1.970
High (YTD): 10/7/2021 3.420
Low (YTD): 3/4/2021 1.210
52W High: 10/7/2021 3.420
52W Low: 3/4/2021 1.210
Avg. price 1W:   2.608
Avg. volume 1W:   0.000
Avg. price 1M:   2.970
Avg. volume 1M:   0.000
Avg. price 6M:   2.528
Avg. volume 6M:   0.000
Avg. price 1Y:   2.167
Avg. volume 1Y:   0.000
Volatility 1M:   91.02%
Volatility 6M:   88.81%
Volatility 1Y:   92.06%
Volatility 3Y:   -