UniCredit Call 120 ESL 16.03.2022/  DE000HR5D5N7  /

EUWAX
1/20/2022  8:27:17 PM Chg.+0.18 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
5.69EUR +3.27% -
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: 3.18
Leverage: Yes

Calculated values

Fair value: 5.46
Intrinsic value: 5.46
Implied volatility: 1.18
Historic volatility: 0.22
Parity: 5.46
Time value: 0.03
Break-even: 174.90
Moneyness: 1.45
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 0.36%
Delta: 0.81
Theta: -0.07
Omega: 2.56
Rho: 0.13
 

Quote data

Open: 5.45
High: 5.71
Low: 5.45
Previous Close: 5.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.96%
1 Month
  -7.03%
3 Months  
+14.95%
YTD
  -16.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.52 5.12
1M High / 1M Low: 7.20 5.12
6M High / 6M Low: 7.43 3.31
High (YTD): 1/5/2022 7.20
Low (YTD): 1/14/2022 5.12
52W High: - -
52W Low: - -
Avg. price 1W:   5.36
Avg. volume 1W:   0.00
Avg. price 1M:   6.18
Avg. volume 1M:   0.00
Avg. price 6M:   5.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.92%
Volatility 6M:   71.56%
Volatility 1Y:   -
Volatility 3Y:   -