UniCredit Call 13.6 XCA 16.03.202.../  DE000HR5QFA5  /

Frankfurt Zert./HVB
1/21/2022  9:55:20 PM Chg.-0.060 Bid1/21/2022 Ask1/21/2022 Underlying Strike price Expiration date Option type
0.390EUR -13.33% 0.390
Bid Size: 10,000
0.430
Ask Size: 10,000
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: 30.89
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.24
Parity: -0.32
Time value: 0.43
Break-even: 14.03
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.31
Theta: 0.00
Omega: 9.56
Rho: 0.01
 

Quote data

Open: 0.450
High: 0.470
Low: 0.380
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.58%
1 Month  
+129.41%
3 Months
  -33.90%
YTD  
+116.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.390
1M High / 1M Low: 0.730 0.170
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:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.71%
Volatility 6M:   237.38%
Volatility 1Y:   -
Volatility 3Y:   -