UniCredit Call 92.5 SQU 15.12.202.../  DE000HR861M3  /

Frankfurt Zert./HVB
10/22/2021  9:55:09 PM Chg.-0.030 Bid9:57:20 PM Ask9:57:20 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% 0.240
Bid Size: 12,000
0.260
Ask Size: 12,000
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: 31.47
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -0.12
Time value: 0.29
Break-even: 95.40
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.31
Theta: -0.01
Omega: 9.91
Rho: 0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.220
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -4.00%
3 Months
  -42.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.410 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -