UniCredit Call 275 CRM 15.12.2021/  DE000HR8WEH5  /

EUWAX
12/6/2021  2:53:19 PM Chg.-0.090 Bid3:24:48 PM Ask3:24:48 PM Underlying Strike price Expiration date Option type
0.070EUR -56.25% 0.080
Bid Size: 30,000
0.160
Ask Size: 30,000
Salesforce.com Inc 275.00 USD 12/15/2021 Call

Master data

WKN: HR8WEH
Issuer: UniCredit
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 275.00 USD
Maturity: 12/15/2021
Issue date: 7/27/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 103.87
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.24
Parity: -1.48
Time value: 0.22
Break-even: 245.48
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 17.22
Spread abs.: 0.05
Spread %: 22.73%
Delta: 0.20
Theta: -0.25
Omega: 21.16
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.070
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -96.92%
1 Month
  -97.60%
3 Months
  -94.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.270 0.160
1M High / 1M Low: 3.280 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   2.136
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -