UniCredit Call 32 VAS 16.03.2022/  DE000HR7TD50  /

EUWAX
10/19/2021  8:34:04 PM Chg.-0.010 Bid10/19/2021 Ask10/19/2021 Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.290
Bid Size: 12,000
0.320
Ask Size: 12,000
VOESTALPINE AG 32.00 EUR 3/16/2022 Call

Master data

WKN: HR7TD5
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 3/16/2022
Issue date: 5/28/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.64
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.08
Implied volatility: 0.70
Historic volatility: 0.23
Parity: 0.08
Time value: 0.26
Break-even: 35.40
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.41
Theta: 0.00
Omega: 3.93
Rho: 0.04
 

Quote data

Open: 0.310
High: 0.310
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month
  -35.56%
3 Months
  -35.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.360 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -