UniCredit Call 23.25 DEQ 16.03.20.../  DE000HR60NW5  /

EUWAX
6/16/2021  8:55:00 PM Chg.-0.010 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 23.25 EUR 3/16/2022 Call

Master data

WKN: HR60NW
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 23.25 EUR
Maturity: 3/16/2022
Issue date: 3/4/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.94
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.45
Parity: -0.25
Time value: 0.13
Break-even: 24.55
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.25
Theta: 0.00
Omega: 3.93
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+40.85%
3 Months
  -16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.120 0.065
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -