UniCredit Call 61 HLE 15.12.2021/  DE000HR8E008  /

EUWAX
8/23/2021  11:10:54 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.430EUR - -
Bid Size: -
-
Ask Size: -
HELLA GMBH+CO. KGAA ... 61.00 - 12/15/2021 Call

Master data

WKN: HR8E00
Issuer: UniCredit
Currency: EUR
Underlying: HELLA GMBH+CO. KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 61.00 -
Maturity: 12/15/2021
Issue date: 7/6/2021
Last trading day: 8/23/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.79
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.33
Parity: -0.17
Time value: 0.43
Break-even: 65.30
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.78
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.40
Theta: -0.03
Omega: 5.50
Rho: 0.03
 

Quote data

Open: 0.420
High: 0.430
Low: 0.420
Previous Close: 0.440
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+26.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -