UniCredit Call 11.5 XCA 15.12.202.../  DE000HR5C4L5  /

Frankfurt Zert./HVB
11/29/2021  9:54:48 PM Chg.-0.050 Bid11/29/2021 Ask11/29/2021 Underlying Strike price Expiration date Option type
0.790EUR -5.95% 0.790
Bid Size: 6,000
0.830
Ask Size: 6,000
CREDIT AGRICOLE INH.... 11.50 EUR 12/15/2021 Call

Master data

WKN: HR5C4L
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.07
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 0.86
Historic volatility: 0.26
Parity: 0.57
Time value: 0.43
Break-even: 12.50
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 1.24
Spread abs.: 0.16
Spread %: 16.00%
Delta: 0.59
Theta: -0.02
Omega: 7.08
Rho: 0.00
 

Quote data

Open: 0.810
High: 0.980
Low: 0.770
Previous Close: 0.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.77%
1 Month
  -52.69%
3 Months
  -27.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.250 0.840
1M High / 1M Low: 1.890 0.840
6M High / 6M Low: 1.890 0.530
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.144
Avg. volume 1W:   0.000
Avg. price 1M:   1.444
Avg. volume 1M:   0.000
Avg. price 6M:   1.198
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.62%
Volatility 6M:   174.96%
Volatility 1Y:   -
Volatility 3Y:   -