UniCredit Call 35.5 VAS 15.12.202.../  DE000HR835Y2  /

EUWAX
11/26/2021  8:11:02 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 35.50 EUR 12/15/2021 Call

Master data

WKN: HR835Y
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 35.50 EUR
Maturity: 12/15/2021
Issue date: 6/18/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 211.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.24
Parity: -0.58
Time value: 0.01
Break-even: 35.64
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 40.45
Spread abs.: 0.01
Spread %: 92.86%
Delta: 0.08
Theta: -0.01
Omega: 16.69
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -98.15%
3 Months
  -99.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   665.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -