UniCredit Call 24.25 DEQ 16.03.20.../  DE000HR6C7L7  /

Frankfurt Zert./HVB
6/15/2021  9:54:39 PM Chg.+0.003 Bid6/15/2021 Ask6/15/2021 Underlying Strike price Expiration date Option type
0.087EUR +3.57% 0.087
Bid Size: 12,000
0.099
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: 21.79
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.45
Parity: -0.36
Time value: 0.10
Break-even: 25.20
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 12.63%
Delta: 0.20
Theta: 0.00
Omega: 4.34
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.087
Low: 0.080
Previous Close: 0.084
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month  
+45.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.079
1M High / 1M Low: 0.090 0.048
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -