UniCredit Call 23.75 DEQ 16.03.20.../  DE000HR6C7K9  /

EUWAX
5/14/2021  9:59:06 AM Chg.-0.011 Bid11:22:20 AM Ask11:22:20 AM Underlying Strike price Expiration date Option type
0.056EUR -16.42% 0.058
Bid Size: 70,000
0.060
Ask Size: 70,000
DEUTSCHE EUROSHOP NA... 23.75 EUR 3/16/2022 Call

Master data

WKN: HR6C7K
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 23.75 EUR
Maturity: 3/16/2022
Issue date: 3/18/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.49
Parity: -0.52
Time value: 0.08
Break-even: 24.53
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 14.10%
Delta: 0.17
Theta: 0.00
Omega: 4.11
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.067
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.33%
1 Month
  -30.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.067
1M High / 1M Low: 0.100 0.061
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -