UniCredit Call 4.5 AF 15.09.2021/  DE000HR7EQ29  /

Frankfurt Zert./HVB
7/23/2021  9:54:40 PM Chg.-0.010 Bid7/23/2021 Ask7/23/2021 Underlying Strike price Expiration date Option type
0.049EUR -16.95% 0.049
Bid Size: 12,000
0.077
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: 50.92
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.52
Parity: -0.58
Time value: 0.08
Break-even: 4.58
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 1.90
Spread abs.: 0.03
Spread %: 36.36%
Delta: 0.18
Theta: 0.00
Omega: 9.35
Rho: 0.00
 

Quote data

Open: 0.060
High: 0.066
Low: 0.048
Previous Close: 0.059
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.33%
1 Month
  -74.21%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.065 0.049
1M High / 1M Low: 0.190 0.049
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -