UniCredit Call 26 DEQ 16.03.2022/  DE000HR672H4  /

EUWAX
5/12/2021  3:15:37 PM Chg.-0.002 Bid3:37:00 PM Ask3:37:00 PM Underlying Strike price Expiration date Option type
0.043EUR -4.44% 0.042
Bid Size: 70,000
0.045
Ask Size: 70,000
DEUTSCHE EUROSHOP NA... 26.00 - 3/16/2022 Call

Master data

WKN: HR672H
Issuer: UniCredit
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 3/16/2022
Issue date: 3/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.57
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.49
Parity: -0.66
Time value: 0.07
Break-even: 26.68
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 33.82%
Delta: 0.15
Theta: 0.00
Omega: 4.27
Rho: 0.02
 

Quote data

Open: 0.035
High: 0.044
Low: 0.035
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.44%
1 Month
  -2.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.056 0.036
1M High / 1M Low: 0.063 0.032
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   313.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -