UniCredit Call 99 SQU 15.12.2021/  DE000HR84851  /

Frankfurt Zert./HVB
10/22/2021  9:55:40 PM Chg.-0.013 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
0.060EUR -17.81% 0.061
Bid Size: 12,000
0.084
Ask Size: 12,000
VINCI S.A. INH. EO... 99.00 EUR 12/15/2021 Call

Master data

WKN: HR8485
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 99.00 EUR
Maturity: 12/15/2021
Issue date: 6/21/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 108.06
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -0.82
Time value: 0.08
Break-even: 99.84
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 27.38%
Delta: 0.14
Theta: -0.01
Omega: 14.66
Rho: 0.02
 

Quote data

Open: 0.068
High: 0.072
Low: 0.056
Previous Close: 0.073
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -25.00%
3 Months
  -70.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.060
1M High / 1M Low: 0.160 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   440.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -