UniCredit Call 70 OEWA 15.09.2021/  DE000HR51E06  /

EUWAX
7/29/2021  8:41:52 PM Chg.- Bid9:25:27 AM Ask9:25:27 AM Underlying Strike price Expiration date Option type
1.23EUR - 1.08
Bid Size: 20,000
1.10
Ask Size: 20,000
VERBUND AG INH... 70.00 EUR 9/15/2021 Call

Master data

WKN: HR51E0
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 9/15/2021
Issue date: 1/22/2021
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.22
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.51
Implied volatility: 0.93
Historic volatility: 0.32
Parity: 1.51
Time value: 0.13
Break-even: 86.30
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 4.91%
Delta: 0.70
Theta: -0.04
Omega: 3.66
Rho: 0.06
 

Quote data

Open: 1.43
High: 1.43
Low: 1.23
Previous Close: 1.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.17%
1 Month  
+32.26%
3 Months  
+115.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.55 1.23
1M High / 1M Low: 1.55 0.93
6M High / 6M Low: 1.60 0.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   0.81
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.18%
Volatility 6M:   168.99%
Volatility 1Y:   -
Volatility 3Y:   -