UniCredit Call 55 OEWA 15.09.2021/  DE000HR2ENS4  /

Frankfurt Zert./HVB
7/29/2021  8:45:43 PM Chg.-0.340 Bid7/29/2021 Ask- Underlying Strike price Expiration date Option type
2.680EUR -11.26% 2.680
Bid Size: 2,000
-
Ask Size: -
VERBUND AG INH... 55.00 EUR 9/15/2021 Call

Master data

WKN: HR2ENS
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 9/15/2021
Issue date: 10/19/2020
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 3.01
Intrinsic value: 3.01
Implied volatility: 1.32
Historic volatility: 0.32
Parity: 3.01
Time value: 0.02
Break-even: 85.20
Moneyness: 1.55
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.04
Omega: 2.37
Rho: 0.05
 

Quote data

Open: 2.960
High: 2.960
Low: 2.650
Previous Close: 3.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.96%
1 Month  
+12.61%
3 Months  
+79.87%
YTD  
+62.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.020 2.850
1M High / 1M Low: 3.020 2.290
6M High / 6M Low: 3.020 0.950
High (YTD): 7/28/2021 3.020
Low (YTD): 3/25/2021 0.950
52W High: - -
52W Low: - -
Avg. price 1W:   2.926
Avg. volume 1W:   0.000
Avg. price 1M:   2.642
Avg. volume 1M:   0.000
Avg. price 6M:   1.835
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.43%
Volatility 6M:   115.65%
Volatility 1Y:   -
Volatility 3Y:   -