UniCredit Call 13.6 XCA 16.03.202.../  DE000HR5QFA5  /

Frankfurt Zert./HVB
1/18/2022  11:02:40 AM Chg.-0.100 Bid11:13:00 AM Ask11:13:00 AM Underlying Strike price Expiration date Option type
0.600EUR -14.29% 0.600
Bid Size: 90,000
0.610
Ask Size: 90,000
CREDIT AGRICOLE INH.... 13.60 EUR 3/16/2022 Call

Master data

WKN: HR5QFA
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.60 EUR
Maturity: 3/16/2022
Issue date: 2/19/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.55
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.13
Implied volatility: 0.54
Historic volatility: 0.24
Parity: 0.13
Time value: 0.61
Break-even: 14.34
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 5.41%
Delta: 0.40
Theta: 0.00
Omega: 7.37
Rho: 0.01
 

Quote data

Open: 0.620
High: 0.620
Low: 0.580
Previous Close: 0.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month  
+361.54%
3 Months  
+7.14%
YTD  
+233.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.570
1M High / 1M Low: 0.730 0.140
6M High / 6M Low: 0.730 0.130
High (YTD): 1/14/2022 0.730
Low (YTD): 1/3/2022 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.84%
Volatility 6M:   236.17%
Volatility 1Y:   -
Volatility 3Y:   -