UniCredit Call 11.25 XCA 16.03.20.../  DE000HR7W9T1  /

Frankfurt Zert./HVB
11/26/2021  9:55:03 PM Chg.-0.280 Bid- Ask- Underlying Strike price Expiration date Option type
1.380EUR -16.87% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 11.25 EUR 3/16/2022 Call

Master data

WKN: HR7W9T
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 11.25 EUR
Maturity: 3/16/2022
Issue date: 6/4/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.84
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.82
Implied volatility: 0.77
Historic volatility: 0.26
Parity: 0.82
Time value: 0.72
Break-even: 12.79
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.22
Spread abs.: 0.16
Spread %: 10.39%
Delta: 0.49
Theta: 0.00
Omega: 3.83
Rho: 0.01
 

Quote data

Open: 1.130
High: 1.410
Low: 1.130
Previous Close: 1.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.30%
1 Month
  -33.65%
3 Months
  -8.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.730 1.380
1M High / 1M Low: 2.280 1.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.640
Avg. volume 1W:   0.000
Avg. price 1M:   1.888
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -