UniCredit Call 85 SQU 15.12.2021/  DE000HR7JZL1  /

Frankfurt Zert./HVB
10/21/2021  9:55:28 PM Chg.-0.010 Bid9:57:33 PM Ask9:57:33 PM Underlying Strike price Expiration date Option type
0.750EUR -1.32% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 85.00 EUR 12/15/2021 Call

Master data

WKN: HR7JZL
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 12/15/2021
Issue date: 5/19/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.70
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.63
Implied volatility: 0.59
Historic volatility: 0.30
Parity: 0.63
Time value: 0.15
Break-even: 92.80
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.52
Theta: -0.02
Omega: 6.13
Rho: 0.06
 

Quote data

Open: 0.710
High: 0.800
Low: 0.710
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.74%
1 Month  
+11.94%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.680
1M High / 1M Low: 0.910 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.739
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -