UniCredit Call 87.5 SQU 15.12.202.../  DE000HR8DJ85  /

EUWAX
10/15/2021  8:57:14 PM Chg.+0.070 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.560EUR +14.29% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 87.50 - 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 -
Maturity: 12/15/2021
Issue date: 7/5/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.62
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.31
Implied volatility: 0.55
Historic volatility: 0.30
Parity: 0.31
Time value: 0.27
Break-even: 93.30
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 5.17%
Delta: 0.44
Theta: -0.01
Omega: 6.87
Rho: 0.06
 

Quote data

Open: 0.510
High: 0.560
Low: 0.510
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.75%
1 Month  
+47.37%
3 Months
  -16.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.490
1M High / 1M Low: 0.730 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.551
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -