UniCredit Call 65 OEWA 15.09.2021/  DE000HR4K0K6  /

EUWAX
8/3/2021  9:03:39 PM Chg.-0.05 Bid10:01:05 PM Ask10:01:05 PM Underlying Strike price Expiration date Option type
1.32EUR -3.65% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 65.00 EUR 9/15/2021 Call

Master data

WKN: HR4K0K
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 9/15/2021
Issue date: 1/8/2021
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.32
Implied volatility: 0.92
Historic volatility: 0.32
Parity: 1.32
Time value: 0.12
Break-even: 79.30
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 4.90%
Delta: 0.70
Theta: -0.04
Omega: 3.84
Rho: 0.05
 

Quote data

Open: 1.47
High: 1.47
Low: 1.30
Previous Close: 1.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.53%
1 Month
  -20.00%
3 Months  
+50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.04 1.35
1M High / 1M Low: 2.04 1.35
6M High / 6M Low: 2.04 0.55
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.19%
Volatility 6M:   148.46%
Volatility 1Y:   -
Volatility 3Y:   -