UniCredit Call 122.5 ESL 16.03.20.../  DE000HR79MH8  /

Frankfurt Zert./HVB
1/26/2022  6:46:26 PM Chg.+0.120 Bid6:48:00 PM Ask6:48:00 PM Underlying Strike price Expiration date Option type
4.700EUR +2.62% 4.700
Bid Size: 3,000
4.730
Ask Size: 3,000
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: 3.60
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 4.40
Implied volatility: 1.18
Historic volatility: 0.22
Parity: 4.40
Time value: 0.23
Break-even: 168.80
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 1.08%
Delta: 0.77
Theta: -0.09
Omega: 2.78
Rho: 0.11
 

Quote data

Open: 4.600
High: 4.810
Low: 4.570
Previous Close: 4.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.31%
1 Month
  -27.24%
3 Months
  -7.30%
YTD
  -28.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.340 4.580
1M High / 1M Low: 6.880 4.580
6M High / 6M Low: 7.170 3.340
High (YTD): 1/4/2022 6.880
Low (YTD): 1/25/2022 4.580
52W High: - -
52W Low: - -
Avg. price 1W:   4.998
Avg. volume 1W:   0.000
Avg. price 1M:   5.690
Avg. volume 1M:   0.000
Avg. price 6M:   5.225
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.57%
Volatility 6M:   72.92%
Volatility 1Y:   -
Volatility 3Y:   -