UniCredit Call 95 OEWA 14.12.2022/  DE000HR8TWY8  /

Frankfurt Zert./HVB
9/16/2021  9:54:37 PM Chg.-0.160 Bid9:56:00 PM Ask9:56:00 PM Underlying Strike price Expiration date Option type
1.120EUR -12.50% 1.120
Bid Size: 3,500
1.200
Ask Size: 3,500
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: 6.85
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.32
Parity: -0.12
Time value: 1.37
Break-even: 108.70
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.13
Spread abs.: 0.09
Spread %: 6.57%
Delta: 0.36
Theta: 0.00
Omega: 2.50
Rho: 0.26
 

Quote data

Open: 1.210
High: 1.260
Low: 1.110
Previous Close: 1.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+27.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.330 1.190
1M High / 1M Low: 1.330 0.820
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.268
Avg. volume 1W:   0.000
Avg. price 1M:   1.176
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -