UniCredit Call 95 SQU 15.12.2021/  DE000HR84836  /

EUWAX
10/22/2021  8:51:18 PM Chg.-0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 95.00 EUR 12/15/2021 Call

Master data

WKN: HR8483
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 12/15/2021
Issue date: 6/21/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.39
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -0.42
Time value: 0.17
Break-even: 96.70
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 11.76%
Delta: 0.23
Theta: -0.01
Omega: 12.11
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -11.76%
3 Months
  -53.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   351.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -