UniCredit Call 65 OEWA 15.09.2021/  DE000HR4K0K6  /

Frankfurt Zert./HVB
7/30/2021  9:55:23 PM Chg.-0.350 Bid7/30/2021 Ask7/30/2021 Underlying Strike price Expiration date Option type
1.350EUR -20.59% -
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: 5.48
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.29
Implied volatility: 0.92
Historic volatility: 0.32
Parity: 1.29
Time value: 0.14
Break-even: 79.20
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.07
Spread %: 4.93%
Delta: 0.69
Theta: -0.04
Omega: 3.79
Rho: 0.05
 

Quote data

Open: 1.600
High: 1.600
Low: 1.320
Previous Close: 1.700
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -17.68%
3 Months  
+60.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.040 1.350
1M High / 1M Low: 2.040 1.350
6M High / 6M Low: 2.040 0.520
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.794
Avg. volume 1W:   0.000
Avg. price 1M:   1.696
Avg. volume 1M:   0.000
Avg. price 6M:   1.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.50%
Volatility 6M:   149.71%
Volatility 1Y:   -
Volatility 3Y:   -