UniCredit Call 245 CRM 15.12.2021/  DE000HR82EY4  /

EUWAX
12/2/2021  8:19:16 PM Chg.+0.35 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.57EUR +28.69% -
Bid Size: -
-
Ask Size: -
Salesforce.com Inc 245.00 USD 12/15/2021 Call

Master data

WKN: HR82EY
Issuer: UniCredit
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 245.00 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: 20.77
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 0.60
Historic volatility: 0.24
Parity: 0.57
Time value: 0.50
Break-even: 227.15
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.86
Spread abs.: 0.05
Spread %: 4.67%
Delta: 0.54
Theta: -0.21
Omega: 11.28
Rho: 0.04
 

Quote data

Open: 1.14
High: 1.58
Low: 1.04
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.90%
1 Month
  -69.22%
3 Months
  -36.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.69 1.22
1M High / 1M Low: 5.70 1.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.98
Avg. volume 1W:   0.00
Avg. price 1M:   4.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   308.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -