UniCredit Call 12.25 XCA 16.03.20.../  DE000HR5HR84  /

Frankfurt Zert./HVB
1/28/2022  9:31:18 AM Chg.-0.110 Bid9:38:40 AM Ask9:38:40 AM Underlying Strike price Expiration date Option type
1.250EUR -8.09% 1.260
Bid Size: 60,000
1.270
Ask Size: 60,000
CREDIT AGRICOLE INH.... 12.25 EUR 3/16/2022 Call

Master data

WKN: HR5HR8
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.25 EUR
Maturity: 3/16/2022
Issue date: 2/12/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.64
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.15
Implied volatility: 0.67
Historic volatility: 0.24
Parity: 1.15
Time value: 0.24
Break-even: 13.64
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 3.60%
Delta: 0.58
Theta: 0.00
Omega: 5.55
Rho: 0.01
 

Quote data

Open: 1.340
High: 1.340
Low: 1.250
Previous Close: 1.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.93%
1 Month  
+68.92%
3 Months
  -2.34%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.360 1.100
1M High / 1M Low: 1.730 0.740
6M High / 6M Low: 1.730 0.500
High (YTD): 1/14/2022 1.730
Low (YTD): 1/3/2022 0.880
52W High: - -
52W Low: - -
Avg. price 1W:   1.224
Avg. volume 1W:   0.000
Avg. price 1M:   1.295
Avg. volume 1M:   0.000
Avg. price 6M:   1.009
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.24%
Volatility 6M:   170.47%
Volatility 1Y:   -
Volatility 3Y:   -