UniCredit Call 80 OEWA 15.09.2021/  DE000HR4K0L4  /

Frankfurt Zert./HVB
7/23/2021  9:54:32 PM Chg.+0.040 Bid7/23/2021 Ask7/23/2021 Underlying Strike price Expiration date Option type
0.640EUR +6.67% 0.640
Bid Size: 5,000
0.720
Ask Size: 5,000
VERBUND AG INH... 80.00 EUR 9/15/2021 Call

Master data

WKN: HR4K0L
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 9/15/2021
Issue date: 1/8/2021
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.70
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.65
Historic volatility: 0.32
Parity: 0.43
Time value: 0.30
Break-even: 87.20
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.08
Spread %: 11.11%
Delta: 0.50
Theta: -0.02
Omega: 5.88
Rho: 0.05
 

Quote data

Open: 0.590
High: 0.660
Low: 0.540
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.22%
1 Month  
+64.10%
3 Months  
+128.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.450
1M High / 1M Low: 0.640 0.370
6M High / 6M Low: 1.090 0.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   259.843
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.00%
Volatility 6M:   211.72%
Volatility 1Y:   -
Volatility 3Y:   -