UniCredit Call 48 CSCO 16.03.2022/  DE000HR7M8N8  /

EUWAX
10/20/2021  9:43:40 AM Chg.+0.010 Bid12:00:00 PM Ask12:00:00 PM Underlying Strike price Expiration date Option type
0.740EUR +1.37% 0.740
Bid Size: 60,000
0.750
Ask Size: 60,000
Cisco Systems 48.00 USD 3/16/2022 Call

Master data

WKN: HR7M8N
Issuer: UniCredit
Currency: EUR
Underlying: Cisco Systems
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 3/16/2022
Issue date: 5/21/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.39
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 0.74
Historic volatility: 0.16
Parity: 0.67
Time value: 0.08
Break-even: 48.77
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.53
Theta: 0.00
Omega: 3.38
Rho: 0.07
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.45%
1 Month     0.00%
3 Months  
+13.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.670
1M High / 1M Low: 0.810 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.725
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -