UniCredit Call 4.5 AF 15.09.2021/  DE000HR7EQ29  /

Frankfurt Zert./HVB
7/30/2021  9:16:15 PM Chg.-0.029 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.051EUR -36.25% 0.051
Bid Size: 12,000
0.079
Ask Size: 12,000
Air France-KLM 4.50 EUR 9/15/2021 Call

Master data

WKN: HR7EQ2
Issuer: UniCredit
Currency: EUR
Underlying: Air France-KLM
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 9/15/2021
Issue date: 5/14/2021
Last trading day: 9/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 37.34
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.51
Parity: -0.39
Time value: 0.11
Break-even: 4.61
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.45
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.24
Theta: 0.00
Omega: 9.10
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.046
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month
  -60.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.049
1M High / 1M Low: 0.160 0.049
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -