UniCredit Call 87.5 SQU 15.12.202.../  DE000HR8DJ85  /

EUWAX
12/1/2021  5:24:17 PM Chg.+0.100 Bid6:43:58 PM Ask6:43:58 PM Underlying Strike price Expiration date Option type
0.180EUR +125.00% 0.150
Bid Size: 15,000
0.190
Ask Size: 15,000
VINCI S.A. INH. EO... 87.50 EUR 12/15/2021 Call

Master data

WKN: HR8DJ8
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 87.50 EUR
Maturity: 12/15/2021
Issue date: 7/5/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 83.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.24
Parity: -0.38
Time value: 0.10
Break-even: 88.50
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 3.33
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.24
Theta: -0.05
Omega: 20.05
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.180
Low: 0.120
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.27%
1 Month
  -75.00%
3 Months
  -79.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.080
1M High / 1M Low: 0.830 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.548
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   345.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -