UniCredit Call 47.5 OMV 15.12.202.../  DE000HR5CD10  /

EUWAX
12/1/2021  9:24:35 AM Chg.+0.030 Bid11:25:26 AM Ask11:25:26 AM Underlying Strike price Expiration date Option type
0.190EUR +18.75% 0.200
Bid Size: 50,000
0.220
Ask Size: 50,000
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: 24.72
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.29
Parity: -0.05
Time value: 0.19
Break-even: 49.40
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 2.73
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.43
Theta: -0.06
Omega: 10.68
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.65%
1 Month
  -73.24%
3 Months
  -32.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 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:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.496
Avg. volume 1M:   0.000
Avg. price 6M:   0.456
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.72%
Volatility 6M:   202.91%
Volatility 1Y:   -
Volatility 3Y:   -