UniCredit Call 48 CSCO 16.03.2022/  DE000HR7M8N8  /

EUWAX
8/4/2021  8:31:11 PM Chg.-0.050 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
0.770EUR -6.10% -
Bid Size: -
-
Ask Size: -
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: 5.78
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.70
Implied volatility: 0.77
Historic volatility: 0.19
Parity: 0.70
Time value: 0.12
Break-even: 48.64
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.50
Theta: 0.00
Omega: 2.89
Rho: 0.10
 

Quote data

Open: 0.790
High: 0.810
Low: 0.760
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.45%
1 Month  
+24.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.710
1M High / 1M Low: 0.820 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -