UniCredit Call 230 CRM 15.12.2021/  DE000HR82EX6  /

EUWAX
12/6/2021  8:49:37 PM Chg.+0.12 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.47EUR +5.11% -
Bid Size: -
-
Ask Size: -
Salesforce.com Inc 230.00 USD 12/15/2021 Call

Master data

WKN: HR82EX
Issuer: UniCredit
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 12/15/2021
Issue date: 6/17/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.66
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 2.51
Implied volatility: 0.90
Historic volatility: 0.24
Parity: 2.51
Time value: 0.13
Break-even: 229.87
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 1.89%
Delta: 0.79
Theta: -0.28
Omega: 6.80
Rho: 0.04
 

Quote data

Open: 2.60
High: 2.60
Low: 2.33
Previous Close: 2.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.76%
1 Month
  -63.52%
3 Months
  -32.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.99 2.09
1M High / 1M Low: 6.98 2.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.59
Avg. volume 1W:   0.00
Avg. price 1M:   5.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -