UniCredit Call 80 OEWA 14.12.2022/  DE000HR8TWX0  /

EUWAX
11/26/2021  8:11:59 PM Chg.-0.13 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.73EUR -6.99% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 80.00 EUR 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 EUR
Maturity: 12/14/2022
Issue date: 7/23/2021
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.92
Implied volatility: 0.95
Historic volatility: 0.34
Parity: 0.92
Time value: 1.13
Break-even: 100.50
Moneyness: 1.12
Premium: 0.13
Premium p.a.: 0.12
Spread abs.: 0.33
Spread %: 16.10%
Delta: 0.49
Theta: -0.01
Omega: 2.15
Rho: 0.25
 

Quote data

Open: 1.68
High: 1.77
Low: 1.68
Previous Close: 1.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.61%
1 Month
  -16.02%
3 Months
  -5.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.86 1.51
1M High / 1M Low: 2.06 1.50
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -