UniCredit Call 245 CRM 15.12.2021/  DE000HR82EY4  /

EUWAX
12/8/2021  8:25:43 PM Chg.-0.25 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.85EUR -11.90% -
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: 11.61
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 1.95
Implied volatility: 0.75
Historic volatility: 0.24
Parity: 1.95
Time value: 0.09
Break-even: 237.74
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 2.94%
Delta: 0.78
Theta: -0.27
Omega: 9.06
Rho: 0.03
 

Quote data

Open: 1.99
High: 2.05
Low: 1.80
Previous Close: 2.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.83%
1 Month
  -67.02%
3 Months
  -13.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.10 1.29
1M High / 1M Low: 5.64 1.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   3.91
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   380.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -