UniCredit Call 60 HLE 15.12.2021/  DE000HR82B69  /

EUWAX
10/15/2021  9:19:16 PM Chg.+0.007 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.088EUR +8.64% -
Bid Size: -
-
Ask Size: -
HELLA GMBH+CO. KGAA ... 60.00 EUR 12/15/2021 Call

Master data

WKN: HR82B6
Issuer: UniCredit
Currency: EUR
Underlying: HELLA GMBH+CO. KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/15/2021
Issue date: 6/17/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 66.88
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.33
Parity: -0.05
Time value: 0.09
Break-even: 60.89
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.22
Theta: 0.00
Omega: 14.98
Rho: 0.02
 

Quote data

Open: 0.085
High: 0.095
Low: 0.085
Previous Close: 0.081
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.37%
1 Month
  -32.31%
3 Months
  -74.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.092 0.081
1M High / 1M Low: 0.130 0.081
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -