UniCredit Call 47.5 OMV 15.12.202.../  DE000HR5CD10  /

EUWAX
12/3/2021  9:53:05 AM Chg.+0.030 Bid12:03:18 PM Ask12:03:18 PM Underlying Strike price Expiration date Option type
0.220EUR +15.79% 0.210
Bid Size: 45,000
0.230
Ask Size: 45,000
OMV AG 47.50 EUR 12/15/2021 Call

Master data

WKN: HR5CD1
Issuer: UniCredit
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.42
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.03
Implied volatility: 0.97
Historic volatility: 0.29
Parity: 0.03
Time value: 0.28
Break-even: 50.60
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 4.61
Spread abs.: 0.12
Spread %: 38.71%
Delta: 0.51
Theta: -0.11
Omega: 7.83
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -60.71%
3 Months
  -29.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.730 0.160
6M High / 6M Low: 0.800 0.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.62%
Volatility 6M:   203.75%
Volatility 1Y:   -
Volatility 3Y:   -