UniCredit Call 55 KO 16.03.2022/  DE000HR7GZJ1  /

EUWAX
1/26/2022  2:44:51 PM Chg.+0.030 Bid3:00:26 PM Ask3:00:26 PM Underlying Strike price Expiration date Option type
0.480EUR +6.67% 0.480
Bid Size: 50,000
0.490
Ask Size: 50,000
Coca-Cola Co 55.00 USD 3/16/2022 Call

Master data

WKN: HR7GZJ
Issuer: UniCredit
Currency: EUR
Underlying: Coca-Cola Co
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 3/16/2022
Issue date: 5/18/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.03
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.59
Historic volatility: 0.12
Parity: 0.43
Time value: 0.05
Break-even: 53.46
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.56
Theta: -0.01
Omega: 6.16
Rho: 0.03
 

Quote data

Open: 0.440
High: 0.500
Low: 0.440
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+37.14%
3 Months  
+182.35%
YTD  
+20.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.580 0.400
1M High / 1M Low: 0.590 0.380
6M High / 6M Low: 0.590 0.120
High (YTD): 1/17/2022 0.590
Low (YTD): 1/3/2022 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.290
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.26%
Volatility 6M:   180.75%
Volatility 1Y:   -
Volatility 3Y:   -