UniCredit Call 50 CSCO 16.03.2022/  DE000HR6PQF1  /

EUWAX
11/26/2021  9:14:37 PM Chg.+0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.530EUR +1.92% -
Bid Size: -
-
Ask Size: -
Cisco Systems 50.00 USD 3/16/2022 Call

Master data

WKN: HR6PQF
Issuer: UniCredit
Currency: EUR
Underlying: Cisco Systems
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 3/16/2022
Issue date: 4/6/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.08
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.63
Historic volatility: 0.16
Parity: 0.49
Time value: 0.05
Break-even: 49.55
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.49
Theta: 0.00
Omega: 4.48
Rho: 0.06
 

Quote data

Open: 0.520
High: 0.550
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.50%
1 Month
  -14.52%
3 Months
  -38.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.520
1M High / 1M Low: 0.780 0.400
6M High / 6M Low: 0.890 0.400
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   0.616
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.00%
Volatility 6M:   118.56%
Volatility 1Y:   -
Volatility 3Y:   -