UniCredit Call 120 ESL 16.03.2022/  DE000HR5D5N7  /

EUWAX
1/26/2022  8:35:53 PM Chg.+0.08 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
4.90EUR +1.66% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 120.00 EUR 3/16/2022 Call

Master data

WKN: HR5D5N
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 4.65
Intrinsic value: 4.65
Implied volatility: 1.22
Historic volatility: 0.22
Parity: 4.65
Time value: 0.22
Break-even: 168.70
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 0.82%
Delta: 0.78
Theta: -0.10
Omega: 2.68
Rho: 0.11
 

Quote data

Open: 4.89
High: 4.98
Low: 4.89
Previous Close: 4.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.88%
1 Month
  -26.20%
3 Months
  -3.16%
YTD
  -28.05%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.69 4.82
1M High / 1M Low: 7.20 4.82
6M High / 6M Low: 7.43 3.56
High (YTD): 1/5/2022 7.20
Low (YTD): 1/25/2022 4.82
52W High: - -
52W Low: - -
Avg. price 1W:   5.11
Avg. volume 1W:   0.00
Avg. price 1M:   5.89
Avg. volume 1M:   0.00
Avg. price 6M:   5.47
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.11%
Volatility 6M:   72.73%
Volatility 1Y:   -
Volatility 3Y:   -