UniCredit Call 9.4 IBE1 15.06.202.../  DE000HB2JBY4  /

EUWAX
5/18/2022  8:43:13 PM Chg.-0.08 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.45EUR -5.23% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 9.40 - 6/15/2022 Call

Master data

WKN: HB2JBY
Issuer: UniCredit
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 9.40 -
Maturity: 6/15/2022
Issue date: 1/14/2022
Last trading day: 6/14/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.39
Implied volatility: 0.90
Historic volatility: 0.25
Parity: 1.39
Time value: 0.19
Break-even: 10.98
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 1.90%
Delta: 0.69
Theta: -0.01
Omega: 4.74
Rho: 0.00
 

Quote data

Open: 1.56
High: 1.56
Low: 1.44
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.28%
1 Month  
+10.69%
3 Months  
+178.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.53 1.28
1M High / 1M Low: 1.79 1.19
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -