UniCredit Call 95 OEWA 14.12.2022/  DE000HR8TWY8  /

Frankfurt Zert./HVB
10/25/2021  5:46:58 PM Chg.-0.020 Bid10/25/2021 Ask10/25/2021 Underlying Strike price Expiration date Option type
1.380EUR -1.43% 1.380
Bid Size: 3,000
1.450
Ask Size: 3,000
VERBUND AG INH... 95.00 - 12/14/2022 Call

Master data

WKN: HR8TWY
Issuer: UniCredit
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 12/14/2022
Issue date: 7/23/2021
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.44
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.10
Implied volatility: 0.82
Historic volatility: 0.33
Parity: 0.10
Time value: 1.40
Break-even: 109.90
Moneyness: 1.01
Premium: 0.15
Premium p.a.: 0.13
Spread abs.: 0.09
Spread %: 6.04%
Delta: 0.39
Theta: 0.00
Omega: 2.49
Rho: 0.25
 

Quote data

Open: 1.370
High: 1.430
Low: 1.340
Previous Close: 1.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.98%
1 Month  
+36.63%
3 Months  
+40.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.400 1.230
1M High / 1M Low: 1.400 0.980
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.320
Avg. volume 1W:   0.000
Avg. price 1M:   1.160
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -