UniCredit Call 11.5 XCA 16.03.202.../  DE000HR5HR50  /

Frankfurt Zert./HVB
1/19/2022  7:16:09 PM Chg.-0.070 Bid7:32:27 PM Ask7:32:27 PM Underlying Strike price Expiration date Option type
2.170EUR -3.13% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 11.50 EUR 3/16/2022 Call

Master data

WKN: HR5HR5
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 3/16/2022
Issue date: 2/12/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.92
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.17
Implied volatility: 0.83
Historic volatility: 0.24
Parity: 2.17
Time value: 0.14
Break-even: 13.81
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 2.16%
Delta: 0.67
Theta: 0.00
Omega: 3.94
Rho: 0.01
 

Quote data

Open: 2.250
High: 2.250
Low: 2.080
Previous Close: 2.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.21%
1 Month  
+128.42%
3 Months  
+18.58%
YTD  
+66.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.410 2.170
1M High / 1M Low: 2.410 0.950
6M High / 6M Low: 2.410 0.800
High (YTD): 1/14/2022 2.410
Low (YTD): 1/3/2022 1.460
52W High: - -
52W Low: - -
Avg. price 1W:   2.316
Avg. volume 1W:   0.000
Avg. price 1M:   1.763
Avg. volume 1M:   0.000
Avg. price 6M:   1.459
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.38%
Volatility 6M:   138.21%
Volatility 1Y:   -
Volatility 3Y:   -