UniCredit Call 40 VAS 15.06.2022/  DE000HR5BXC6  /

EUWAX
12/6/2021  1:30:41 PM Chg.+0.009 Bid2:59:53 PM Ask2:59:53 PM Underlying Strike price Expiration date Option type
0.062EUR +16.98% 0.061
Bid Size: 70,000
0.069
Ask Size: 70,000
VOESTALPINE AG 40.00 EUR 6/15/2022 Call

Master data

WKN: HR5BXC
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 6/15/2022
Issue date: 2/5/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.24
Parity: -0.98
Time value: 0.09
Break-even: 40.86
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 37.21%
Delta: 0.15
Theta: 0.00
Omega: 5.16
Rho: 0.02
 

Quote data

Open: 0.052
High: 0.062
Low: 0.052
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.00%
1 Month
  -48.33%
3 Months
  -81.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.050
1M High / 1M Low: 0.150 0.050
6M High / 6M Low: 0.480 0.050
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   153.846
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.60%
Volatility 6M:   155.46%
Volatility 1Y:   -
Volatility 3Y:   -