UniCredit Call 22.75 DEQ 16.03.20.../  DE000HR60NU9  /

EUWAX
8/3/2021  7:34:24 PM Chg.-0.010 Bid8:00:00 PM Ask8:00:00 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.090
Bid Size: 12,000
0.100
Ask Size: 12,000
DEUTSCHE EUROSHOP NA... 22.75 EUR 3/16/2022 Call

Master data

WKN: HR60NU
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 22.75 EUR
Maturity: 3/16/2022
Issue date: 3/4/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.51
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.45
Parity: -0.24
Time value: 0.11
Break-even: 23.85
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.24
Theta: 0.00
Omega: 4.42
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.088
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.00%
3 Months
  -18.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.110 0.059
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   387.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -