UCI-HVB WAR. CALL 22 XCA/  DE000HR5HR92  /

gettex Zertifikate
1/17/2022  12:45:04 PM Chg.-0.0500 Bid12:58:59 PM Ask12:58:59 PM Underlying Strike price Expiration date Option type
1.5500EUR -3.13% 1.5600
Bid Size: 60,000
1.5700
Ask Size: 60,000
CREDIT AGRICOLE INH.... 12.40 EUR 3/16/2022 Call

Master data

WKN: HR5HR9
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.40 EUR
Maturity: 3/16/2022
Issue date: 2/12/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.38
Implied volatility: 0.71
Historic volatility: 0.24
Parity: 1.38
Time value: 0.26
Break-even: 14.04
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 2.44%
Delta: 0.58
Theta: 0.00
Omega: 4.85
Rho: 0.01
 

Quote data

Open: 1.6100
High: 1.6100
Low: 1.5300
Previous Close: 1.6000
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.93%
1 Month  
+222.92%
3 Months  
+27.05%
YTD  
+134.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.6400 1.4100
1M High / 1M Low: 1.6400 0.4600
6M High / 6M Low: 1.6400 0.4600
High (YTD): 1/13/2022 1.6400
Low (YTD): 1/3/2022 0.7900
52W High: - -
52W Low: - -
Avg. price 1W:   1.5360
Avg. volume 1W:   0.0000
Avg. price 1M:   0.9800
Avg. volume 1M:   0.0000
Avg. price 6M:   0.9037
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.23%
Volatility 6M:   166.20%
Volatility 1Y:   -
Volatility 3Y:   -