UniCredit Call 45 HLE 15.12.2021/  DE000HR3VTR5  /

EUWAX
8/23/2021  11:19:40 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.56EUR - -
Bid Size: -
-
Ask Size: -
HELLA GMBH+CO. KGAA ... 45.00 - 12/15/2021 Call

Master data

WKN: HR3VTR
Issuer: UniCredit
Currency: EUR
Underlying: HELLA GMBH+CO. KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 12/15/2021
Issue date: 12/4/2020
Last trading day: 8/23/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.85
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.47
Implied volatility: 1.12
Historic volatility: 0.33
Parity: 1.47
Time value: 0.08
Break-even: 60.50
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.03
Omega: 2.92
Rho: 0.04
 

Quote data

Open: 1.56
High: 1.56
Low: 1.56
Previous Close: 1.57
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+6.12%
YTD  
+32.20%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 2.21 0.47
High (YTD): 8/10/2021 2.21
Low (YTD): 4/22/2021 0.41
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.29
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   186.19%
Volatility 1Y:   -
Volatility 3Y:   -