UniCredit Call 32 VAS 15.12.2021/  DE000HR5BX33  /

Frankfurt Zert./HVB
11/29/2021  9:54:42 PM Chg.+0.001 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.011EUR +10.00% 0.011
Bid Size: 12,000
0.042
Ask Size: 12,000
VOESTALPINE AG 32.00 EUR 12/15/2021 Call

Master data

WKN: HR5BX3
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.03
Historic volatility: 0.24
Parity: -0.23
Time value: 0.14
Break-even: 33.40
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 14.02
Spread abs.: 0.13
Spread %: 92.86%
Delta: 0.36
Theta: -0.06
Omega: 7.63
Rho: 0.00
 

Quote data

Open: 0.014
High: 0.026
Low: 0.011
Previous Close: 0.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -86.25%
1 Month
  -94.50%
3 Months
  -98.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.010
1M High / 1M Low: 0.240 0.010
6M High / 6M Low: 0.860 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   493.05%
Volatility 6M:   240.05%
Volatility 1Y:   -
Volatility 3Y:   -