UniCredit Call 80 OEWA 14.12.2022/  DE000HR8TWX0  /

EUWAX
10/19/2021  1:24:23 PM Chg.-0.01 Bid2:17:07 PM Ask2:17:07 PM Underlying Strike price Expiration date Option type
2.02EUR -0.49% 2.02
Bid Size: 25,000
2.04
Ask Size: 25,000
VERBUND AG INH... 80.00 - 12/14/2022 Call

Master data

WKN: HR8TWX
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/14/2022
Issue date: 7/23/2021
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.40
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.33
Implied volatility: 0.90
Historic volatility: 0.33
Parity: 1.33
Time value: 0.80
Break-even: 101.20
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.09
Spread %: 4.25%
Delta: 0.49
Theta: -0.01
Omega: 2.15
Rho: 0.28
 

Quote data

Open: 2.08
High: 2.08
Low: 2.02
Previous Close: 2.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.12%
1 Month  
+16.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.03 1.94
1M High / 1M Low: 2.03 1.66
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.00
Avg. volume 1W:   800
Avg. price 1M:   1.81
Avg. volume 1M:   190.48
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -