UniCredit Call 24.25 DEQ 16.03.20.../  DE000HR6C7L7  /

EUWAX
6/21/2021  6:13:08 PM Chg.+0.011 Bid7:35:00 PM Ask7:35:00 PM Underlying Strike price Expiration date Option type
0.076EUR +16.92% 0.078
Bid Size: 12,000
0.087
Ask Size: 12,000
DEUTSCHE EUROSHOP NA... 24.25 EUR 3/16/2022 Call

Master data

WKN: HR6C7L
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.25 EUR
Maturity: 3/16/2022
Issue date: 3/18/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.23
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.45
Parity: -0.41
Time value: 0.08
Break-even: 25.02
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 15.58%
Delta: 0.18
Theta: 0.00
Omega: 4.61
Rho: 0.02
 

Quote data

Open: 0.058
High: 0.085
Low: 0.058
Previous Close: 0.065
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.43%
1 Month  
+46.15%
3 Months  
+22.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.087 0.052
1M High / 1M Low: 0.090 0.052
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -