UniCredit Call 13.4 XCA 16.03.202.../  DE000HR5QF95  /

Frankfurt Zert./HVB
1/17/2022  9:54:37 PM Chg.-0.030 Bid1/17/2022 Ask1/17/2022 Underlying Strike price Expiration date Option type
0.820EUR -3.53% 0.820
Bid Size: 6,000
0.860
Ask Size: 6,000
CREDIT AGRICOLE INH.... 13.40 EUR 3/16/2022 Call

Master data

WKN: HR5QF9
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.40 EUR
Maturity: 3/16/2022
Issue date: 2/19/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.48
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.57
Historic volatility: 0.24
Parity: 0.38
Time value: 0.51
Break-even: 14.29
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 4.49%
Delta: 0.44
Theta: 0.00
Omega: 6.76
Rho: 0.01
 

Quote data

Open: 0.850
High: 0.850
Low: 0.760
Previous Close: 0.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.59%
1 Month  
+382.35%
3 Months  
+30.16%
YTD  
+256.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.680
1M High / 1M Low: 0.850 0.170
6M High / 6M Low: 0.850 0.170
High (YTD): 1/14/2022 0.850
Low (YTD): 1/3/2022 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.794
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.472
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.10%
Volatility 6M:   225.66%
Volatility 1Y:   -
Volatility 3Y:   -