UniCredit Call 36 VAS 16.03.2022/  DE000HR5QHB9  /

EUWAX
10/15/2021  8:54:27 PM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 36.00 EUR 3/16/2022 Call

Master data

WKN: HR5QHB
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 3/16/2022
Issue date: 2/19/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.23
Parity: -0.33
Time value: 0.19
Break-even: 37.90
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.28
Theta: 0.00
Omega: 4.78
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -53.13%
3 Months
  -57.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.320 0.090
6M High / 6M Low: 0.600 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.66%
Volatility 6M:   137.58%
Volatility 1Y:   -
Volatility 3Y:   -