UniCredit Call 122.5 ESL 16.03.20.../  DE000HR79MH8  /

EUWAX
12/1/2021  8:58:53 PM Chg.+0.13 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
5.82EUR +2.28% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 122.50 EUR 3/16/2022 Call

Master data

WKN: HR79MH
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 122.50 EUR
Maturity: 3/16/2022
Issue date: 5/10/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 5.45
Intrinsic value: 5.45
Implied volatility: 1.14
Historic volatility: 0.20
Parity: 5.45
Time value: 0.25
Break-even: 179.50
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 0.70%
Delta: 0.74
Theta: -0.05
Omega: 2.30
Rho: 0.21
 

Quote data

Open: 5.58
High: 5.97
Low: 5.58
Previous Close: 5.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.95%
1 Month
  -5.37%
3 Months  
+23.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.66 5.62
1M High / 1M Low: 7.18 5.62
6M High / 6M Low: 7.18 2.41
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.11
Avg. volume 1W:   0.00
Avg. price 1M:   6.42
Avg. volume 1M:   0.00
Avg. price 6M:   4.43
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.45%
Volatility 6M:   75.23%
Volatility 1Y:   -
Volatility 3Y:   -