UniCredit Call 27.5 VAS 15.06.202.../  DE000HR5BX90  /

EUWAX
12/1/2021  9:23:46 AM Chg.+0.040 Bid11:40:00 AM Ask11:40:00 AM Underlying Strike price Expiration date Option type
0.460EUR +9.52% 0.450
Bid Size: 40,000
0.460
Ask Size: 40,000
VOESTALPINE AG 27.50 EUR 6/15/2022 Call

Master data

WKN: HR5BX9
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 27.50 EUR
Maturity: 6/15/2022
Issue date: 2/5/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.64
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.24
Implied volatility: 0.79
Historic volatility: 0.24
Parity: 0.24
Time value: 0.21
Break-even: 32.00
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 6.67%
Delta: 0.46
Theta: 0.00
Omega: 3.08
Rho: 0.05
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -33.33%
3 Months
  -56.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.390
1M High / 1M Low: 0.700 0.390
6M High / 6M Low: 1.320 0.390
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   0.819
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.21%
Volatility 6M:   94.40%
Volatility 1Y:   -
Volatility 3Y:   -