UniCredit Call 11.25 XCA 16.03.20.../  DE000HR7W9T1  /

Frankfurt Zert./HVB
1/18/2022  6:02:09 PM Chg.-0.100 Bid6:04:00 PM Ask6:04:00 PM Underlying Strike price Expiration date Option type
2.500EUR -3.85% 2.490
Bid Size: 6,000
2.520
Ask Size: 6,000
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: 5.18
Leverage: Yes

Calculated values

Fair value: 2.48
Intrinsic value: 2.48
Implied volatility: 0.90
Historic volatility: 0.24
Parity: 2.48
Time value: 0.17
Break-even: 13.90
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 1.89%
Delta: 0.69
Theta: 0.00
Omega: 3.56
Rho: 0.01
 

Quote data

Open: 2.490
High: 2.500
Low: 2.410
Previous Close: 2.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.88%
1 Month  
+123.21%
3 Months  
+30.89%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.650 2.430
1M High / 1M Low: 2.650 1.110
6M High / 6M Low: 2.650 0.920
High (YTD): 1/14/2022 2.650
Low (YTD): 1/3/2022 1.680
52W High: - -
52W Low: - -
Avg. price 1W:   2.586
Avg. volume 1W:   0.000
Avg. price 1M:   1.931
Avg. volume 1M:   0.000
Avg. price 6M:   1.619
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.51%
Volatility 6M:   130.54%
Volatility 1Y:   -
Volatility 3Y:   -