UniCredit Call 44 VAS 16.03.2022/  DE000HR61N60  /

Frankfurt Zert./HVB
10/27/2021  1:15:52 PM Chg.+0.001 Bid10/27/2021 Ask10/27/2021 Underlying Strike price Expiration date Option type
0.021EUR +5.00% 0.021
Bid Size: 70,000
-
Ask Size: -
VOESTALPINE AG 44.00 EUR 3/16/2022 Call

Master data

WKN: HR61N6
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 3/16/2022
Issue date: 3/5/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.23
Parity: -1.18
Time value: 0.09
Break-even: 44.92
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 1.39
Spread abs.: 0.07
Spread %: 79.35%
Delta: 0.15
Theta: -0.01
Omega: 5.37
Rho: 0.02
 

Quote data

Open: 0.017
High: 0.023
Low: 0.017
Previous Close: 0.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -34.38%
3 Months
  -86.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.026 0.017
1M High / 1M Low: 0.035 0.014
6M High / 6M Low: 0.250 0.014
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.46%
Volatility 6M:   217.64%
Volatility 1Y:   -
Volatility 3Y:   -