UniCredit Call 92.5 SQU 15.12.202.../  DE000HR861M3  /

Frankfurt Zert./HVB
11/30/2021  6:46:33 PM Chg.-0.007 Bid6:52:01 PM Ask6:52:01 PM Underlying Strike price Expiration date Option type
0.013EUR -35.00% 0.012
Bid Size: 15,000
0.028
Ask Size: 15,000
VINCI S.A. INH. EO... 92.50 EUR 12/15/2021 Call

Master data

WKN: HR861M
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 92.50 EUR
Maturity: 12/15/2021
Issue date: 6/23/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 200.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.24
Parity: -0.83
Time value: 0.04
Break-even: 92.92
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 10.13
Spread abs.: 0.02
Spread %: 52.38%
Delta: 0.11
Theta: -0.04
Omega: 22.77
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.021
Low: 0.010
Previous Close: 0.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -95.36%
3 Months
  -96.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.020
1M High / 1M Low: 0.430 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   486.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -