UniCredit Call 13.4 XCA 16.03.202.../  DE000HR5QF95  /

Frankfurt Zert./HVB
1/19/2022  7:15:54 PM Chg.-0.060 Bid7:29:52 PM Ask7:29:52 PM Underlying Strike price Expiration date Option type
0.680EUR -8.11% -
Bid Size: -
-
Ask Size: -
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: 17.30
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 0.55
Historic volatility: 0.24
Parity: 0.27
Time value: 0.52
Break-even: 14.19
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 6.33%
Delta: 0.42
Theta: 0.00
Omega: 7.25
Rho: 0.01
 

Quote data

Open: 0.720
High: 0.720
Low: 0.620
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.05%
1 Month  
+300.00%
3 Months  
+6.25%
YTD  
+195.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.740
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:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   0.474
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.69%
Volatility 6M:   225.34%
Volatility 1Y:   -
Volatility 3Y:   -