UniCredit Call 57 FIE 15.12.2021/  DE000HR78093  /

Frankfurt Zert./HVB
10/22/2021  9:55:35 PM Chg.-0.010 Bid10/22/2021 Ask10/22/2021 Underlying Strike price Expiration date Option type
0.230EUR -4.17% -
Bid Size: -
-
Ask Size: -
FIELMANN AG O.N. 57.00 EUR 12/15/2021 Call

Master data

WKN: HR7809
Issuer: UniCredit
Currency: EUR
Underlying: FIELMANN AG O.N.
Type: Warrant
Option type: Call
Strike price: 57.00 EUR
Maturity: 12/15/2021
Issue date: 5/6/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.13
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.01
Implied volatility: 0.53
Historic volatility: 0.18
Parity: 0.01
Time value: 0.27
Break-even: 59.70
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 14.81%
Delta: 0.38
Theta: -0.01
Omega: 8.10
Rho: 0.03
 

Quote data

Open: 0.230
High: 0.230
Low: 0.220
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -54.90%
3 Months
  -76.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.230
1M High / 1M Low: 0.490 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -