UniCredit Call 58 FIE 15.12.2021/  DE000HR76ZZ8  /

Frankfurt Zert./HVB
10/22/2021  9:55:23 PM Chg.-0.010 Bid9:58:27 PM Ask9:58:27 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.180
Bid Size: 12,000
0.210
Ask Size: 12,000
FIELMANN AG O.N. 58.00 EUR 12/15/2021 Call

Master data

WKN: HR76ZZ
Issuer: UniCredit
Currency: EUR
Underlying: FIELMANN AG O.N.
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 12/15/2021
Issue date: 5/4/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.18
Parity: -0.10
Time value: 0.21
Break-even: 60.10
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 14.29%
Delta: 0.33
Theta: -0.01
Omega: 9.02
Rho: 0.02
 

Quote data

Open: 0.180
High: 0.180
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -63.27%
3 Months
  -79.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.180
1M High / 1M Low: 0.490 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -