UniCredit Call 11.5 XCA 16.03.202.../  DE000HR5HR50  /

Frankfurt Zert./HVB
1/26/2022  11:31:00 AM Chg.+0.190 Bid11:32:59 AM Ask11:32:59 AM Underlying Strike price Expiration date Option type
1.980EUR +10.61% 1.970
Bid Size: 50,000
1.980
Ask Size: 50,000
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: 7.14
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.57
Implied volatility: 0.79
Historic volatility: 0.24
Parity: 1.57
Time value: 0.26
Break-even: 13.33
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 2.19%
Delta: 0.63
Theta: 0.00
Omega: 4.49
Rho: 0.01
 

Quote data

Open: 1.820
High: 2.020
Low: 1.820
Previous Close: 1.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.76%
1 Month  
+58.40%
3 Months  
+5.88%
YTD  
+52.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.170 1.690
1M High / 1M Low: 2.410 1.280
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:   1.878
Avg. volume 1W:   0.000
Avg. price 1M:   1.891
Avg. volume 1M:   0.000
Avg. price 6M:   1.481
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.96%
Volatility 6M:   137.17%
Volatility 1Y:   -
Volatility 3Y:   -