UniCredit Call 260 CRM 15.12.2021/  DE000HR5R1G4  /

Frankfurt Zert./HVB
12/6/2021  9:55:27 PM Chg.-0.050 Bid12/6/2021 Ask12/6/2021 Underlying Strike price Expiration date Option type
0.460EUR -9.80% 0.460
Bid Size: 60,000
0.480
Ask Size: 60,000
Salesforce.com Inc 260.00 USD 12/15/2021 Call

Master data

WKN: HR5R1G
Issuer: UniCredit
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 12/15/2021
Issue date: 2/19/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 40.81
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.24
Parity: -0.15
Time value: 0.56
Break-even: 235.61
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 2.45
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.42
Theta: -0.28
Omega: 17.14
Rho: 0.02
 

Quote data

Open: 0.500
High: 0.520
Low: 0.380
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -69.93%
1 Month
  -70.89%
3 Months
  -47.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.530 0.380
1M High / 1M Low: 1.640 0.380
6M High / 6M Low: 1.640 0.380
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   1.361
Avg. volume 1M:   0.000
Avg. price 6M:   0.863
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   364.50%
Volatility 6M:   184.34%
Volatility 1Y:   -
Volatility 3Y:   -