UniCredit Call 255 CRM 15.12.2021/  DE000HR82F08  /

EUWAX
12/6/2021  8:18:36 PM Chg.-0.050 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.670EUR -6.94% -
Bid Size: -
-
Ask Size: -
Salesforce.com Inc 255.00 USD 12/15/2021 Call

Master data

WKN: HR82F0
Issuer: UniCredit
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 255.00 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: 25.68
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.29
Implied volatility: 0.63
Historic volatility: 0.24
Parity: 0.29
Time value: 0.60
Break-even: 234.48
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 1.84
Spread abs.: 0.05
Spread %: 5.62%
Delta: 0.52
Theta: -0.33
Omega: 13.23
Rho: 0.03
 

Quote data

Open: 0.780
High: 0.780
Low: 0.600
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -82.55%
1 Month
  -85.08%
3 Months
  -67.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.840 0.550
1M High / 1M Low: 4.870 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.784
Avg. volume 1W:   0.000
Avg. price 1M:   3.516
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   367.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -