UniCredit Call 50 CSCO 16.03.2022/  DE000HR6PQF1  /

EUWAX
10/15/2021  8:54:29 PM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.580EUR -4.92% -
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: 7.74
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.69
Historic volatility: 0.17
Parity: 0.49
Time value: 0.13
Break-even: 49.34
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.48
Theta: 0.00
Omega: 3.69
Rho: 0.07
 

Quote data

Open: 0.620
High: 0.620
Low: 0.560
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -20.55%
3 Months  
+9.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.530
1M High / 1M Low: 0.730 0.520
6M High / 6M Low: 0.890 0.400
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.604
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.85%
Volatility 6M:   87.30%
Volatility 1Y:   -
Volatility 3Y:   -