UniCredit Call 11 XCA 16.03.2022/  DE000HR5C4R2  /

Frankfurt Zert./HVB
12/7/2021  11:16:28 AM Chg.+0.080 Bid11:18:58 AM Ask11:18:58 AM Underlying Strike price Expiration date Option type
1.760EUR +4.76% 1.790
Bid Size: 60,000
1.800
Ask Size: 60,000
CREDIT AGRICOLE INH.... 11.00 EUR 3/16/2022 Call

Master data

WKN: HR5C4R
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 3/16/2022
Issue date: 2/5/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.20
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.32
Implied volatility: 0.75
Historic volatility: 0.25
Parity: 1.32
Time value: 0.39
Break-even: 12.71
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 2.34%
Delta: 0.54
Theta: 0.00
Omega: 3.86
Rho: 0.01
 

Quote data

Open: 1.760
High: 1.790
Low: 1.730
Previous Close: 1.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -27.87%
3 Months  
+2.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.720 1.420
1M High / 1M Low: 2.400 1.420
6M High / 6M Low: 2.500 1.050
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.576
Avg. volume 1W:   0.000
Avg. price 1M:   1.858
Avg. volume 1M:   0.000
Avg. price 6M:   1.745
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.91%
Volatility 6M:   122.52%
Volatility 1Y:   -
Volatility 3Y:   -