UniCredit Call 220 AMGN 15.12.202.../  DE000HR5R493  /

EUWAX
12/6/2021  8:31:25 AM Chg.-0.011 Bid12:09:37 PM Ask12:09:37 PM Underlying Strike price Expiration date Option type
0.001EUR -91.67% 0.001
Bid Size: 15,000
0.098
Ask Size: 15,000
Amgen 220.00 USD 12/15/2021 Call

Master data

WKN: HR5R49
Issuer: UniCredit
Currency: EUR
Underlying: Amgen
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/15/2021
Issue date: 2/19/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 235.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.17
Parity: -1.55
Time value: 0.08
Break-even: 195.38
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 33.18
Spread abs.: 0.07
Spread %: 85.53%
Delta: 0.11
Theta: -0.12
Omega: 27.06
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -96.67%
1 Month
  -99.68%
3 Months
  -99.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.030 0.007
1M High / 1M Low: 0.330 0.007
6M High / 6M Low: 2.750 0.007
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   1.206
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   592.07%
Volatility 6M:   294.14%
Volatility 1Y:   -
Volatility 3Y:   -