UniCredit Call 22.75 DEQ 16.03.20.../  DE000HR60NU9  /

Frankfurt Zert./HVB
6/18/2021  3:01:23 PM Chg.+0.010 Bid3:10:26 PM Ask3:10:26 PM Underlying Strike price Expiration date Option type
0.096EUR +11.63% 0.096
Bid Size: 70,000
0.098
Ask Size: 70,000
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: 20.49
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.45
Parity: -0.29
Time value: 0.10
Break-even: 23.72
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 12.37%
Delta: 0.21
Theta: 0.00
Omega: 4.32
Rho: 0.02
 

Quote data

Open: 0.086
High: 0.100
Low: 0.086
Previous Close: 0.086
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+26.32%
3 Months
  -20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.086
1M High / 1M Low: 0.130 0.076
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -