UniCredit Call 23 DEQ 16.03.2022/  DE000HR60NV7  /

EUWAX
5/6/2021  3:24:00 PM Chg.+0.003 Bid5:53:00 PM Ask5:53:00 PM Underlying Strike price Expiration date Option type
0.087EUR +3.57% 0.091
Bid Size: 12,000
0.100
Ask Size: 12,000
DEUTSCHE EUROSHOP NA... 23.00 - 3/16/2022 Call

Master data

WKN: HR60NV
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 3/16/2022
Issue date: 3/4/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.82
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.50
Parity: -0.42
Time value: 0.10
Break-even: 23.95
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 11.58%
Delta: 0.20
Theta: 0.00
Omega: 3.90
Rho: 0.02
 

Quote data

Open: 0.094
High: 0.094
Low: 0.083
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.91%
1 Month
  -27.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.084
1M High / 1M Low: 0.140 0.074
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -