UniCredit Call 11 XCA 15.12.2021/  DE000HR5C4K7  /

Frankfurt Zert./HVB
11/30/2021  9:55:02 PM Chg.-0.100 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
1.120EUR -8.20% 1.140
Bid Size: 3,000
1.180
Ask Size: 3,000
CREDIT AGRICOLE INH.... 11.00 EUR 12/15/2021 Call

Master data

WKN: HR5C4K
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.63
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 1.13
Implied volatility: 0.79
Historic volatility: 0.26
Parity: 1.13
Time value: 0.13
Break-even: 12.26
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 3.17%
Delta: 0.71
Theta: -0.01
Omega: 6.82
Rho: 0.00
 

Quote data

Open: 1.040
High: 1.280
Low: 1.040
Previous Close: 1.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.88%
1 Month
  -51.09%
3 Months
  -28.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.720 1.120
1M High / 1M Low: 2.370 1.120
6M High / 6M Low: 2.370 0.790
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.396
Avg. volume 1W:   0.000
Avg. price 1M:   1.839
Avg. volume 1M:   0.000
Avg. price 6M:   1.554
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.77%
Volatility 6M:   150.01%
Volatility 1Y:   -
Volatility 3Y:   -