UniCredit Call 23.25 DEQ 16.03.20.../  DE000HR60NW5  /

EUWAX
5/17/2021  8:48:40 PM Chg.-0.006 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.071EUR -7.79% -
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: 21.24
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.49
Parity: -0.44
Time value: 0.09
Break-even: 24.14
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 12.36%
Delta: 0.19
Theta: 0.00
Omega: 4.03
Rho: 0.02
 

Quote data

Open: 0.073
High: 0.073
Low: 0.065
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.11%
1 Month
  -21.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.071
1M High / 1M Low: 0.110 0.069
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -