UniCredit Call 55 CSCO 16.06.2021/  DE000HZ5W4V3  /

Frankfurt Zert./HVB
6/11/2021  9:55:47 PM Chg.-0.017 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.024EUR -41.46% 0.026
Bid Size: 225,000
0.030
Ask Size: 225,000
Cisco Systems 55.00 USD 6/16/2021 Call

Master data

WKN: HZ5W4V
Issuer: UniCredit
Currency: EUR
Underlying: Cisco Systems
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 6/16/2021
Issue date: 1/17/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 142.02
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.00
Time value: 0.03
Break-even: 45.74
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.81
Spread abs.: 0.00
Spread %: 12.50%
Delta: 0.41
Theta: -0.02
Omega: 58.77
Rho: 0.00
 

Quote data

Open: 0.035
High: 0.045
Low: 0.024
Previous Close: 0.041
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -69.62%
3 Months
  -57.89%
YTD
  -41.46%
1 Year
  -86.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.041 0.012
1M High / 1M Low: 0.082 0.008
6M High / 6M Low: 0.110 0.008
High (YTD): 3/29/2021 0.110
Low (YTD): 5/31/2021 0.008
52W High: 7/9/2020 0.210
52W Low: 5/31/2021 0.008
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.052
Avg. volume 6M:   0.000
Avg. price 1Y:   0.071
Avg. volume 1Y:   0.000
Volatility 1M:   1,012.15%
Volatility 6M:   482.66%
Volatility 1Y:   372.99%
Volatility 3Y:   -