UniCredit Call 212.5 MCD 15.12.20.../  DE000HZ7ME00  /

EUWAX
10/18/2021  8:50:45 PM Chg.-0.05 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.62EUR -1.87% -
Bid Size: -
-
Ask Size: -
McDonald's Corp 212.50 USD 12/15/2021 Call

Master data

WKN: HZ7ME0
Issuer: UniCredit
Currency: EUR
Underlying: McDonald's Corp
Type: Warrant
Option type: Call
Strike price: 212.50 USD
Maturity: 12/15/2021
Issue date: 3/4/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.97
Leverage: Yes

Calculated values

Fair value: 2.57
Intrinsic value: 2.57
Implied volatility: 0.67
Historic volatility: 0.13
Parity: 2.57
Time value: 0.05
Break-even: 209.44
Moneyness: 1.14
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.38%
Delta: 0.61
Theta: -0.03
Omega: 4.89
Rho: 0.16
 

Quote data

Open: 2.63
High: 2.67
Low: 2.58
Previous Close: 2.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.21%
1 Month
  -4.73%
3 Months  
+19.09%
YTD  
+69.03%
1 Year
  -8.71%
3 Years     -
5 Years     -
1W High / 1W Low: 3.09 2.65
1M High / 1M Low: 3.25 2.38
6M High / 6M Low: 3.25 1.65
High (YTD): 10/7/2021 3.25
Low (YTD): 3/4/2021 1.12
52W High: 10/7/2021 3.25
52W Low: 3/4/2021 1.12
Avg. price 1W:   2.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.87
Avg. volume 1M:   0.00
Avg. price 6M:   2.34
Avg. volume 6M:   0.00
Avg. price 1Y:   2.03
Avg. volume 1Y:   0.00
Volatility 1M:   109.16%
Volatility 6M:   104.28%
Volatility 1Y:   98.17%
Volatility 3Y:   -