UCI-HVB WAR. CALL 22 XCA/  DE000HR5C4R2  /

gettex Zertifikate
11/26/2021  9:45:03 PM Chg.-0.3000 Bid11/26/2021 Ask11/26/2021 Underlying Strike price Expiration date Option type
1.5700EUR -16.04% 1.5700
Bid Size: 3,000
1.7200
Ask Size: 3,000
CREDIT AGRICOLE INH.... 11.00 EUR 3/16/2022 Call

Master data

WKN: HR5C4R
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 3/16/2022
Issue date: 2/5/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.02
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.07
Implied volatility: 0.80
Historic volatility: 0.26
Parity: 1.07
Time value: 0.65
Break-even: 12.72
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.15
Spread %: 8.72%
Delta: 0.52
Theta: 0.00
Omega: 3.63
Rho: 0.01
 

Quote data

Open: 1.3900
High: 1.6000
Low: 1.3900
Previous Close: 1.8700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.99%
1 Month
  -29.60%
3 Months
  -5.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.9300 1.5700
1M High / 1M Low: 2.5200 1.5700
6M High / 6M Low: 2.5200 1.0600
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.8300
Avg. volume 1W:   0.0000
Avg. price 1M:   2.1055
Avg. volume 1M:   0.0000
Avg. price 6M:   1.7802
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.07%
Volatility 6M:   117.81%
Volatility 1Y:   -
Volatility 3Y:   -