UniCredit Call 13.75 XCA 16.03.20.../  DE000HR5QFB3  /

Frankfurt Zert./HVB
1/20/2022  9:55:04 PM Chg.-0.100 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.390EUR -20.41% 0.380
Bid Size: 10,000
0.430
Ask Size: 10,000
CREDIT AGRICOLE INH.... 13.75 EUR 3/16/2022 Call

Master data

WKN: HR5QFB
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.75 EUR
Maturity: 3/16/2022
Issue date: 2/19/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 25.55
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.24
Parity: -0.21
Time value: 0.53
Break-even: 14.28
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 5.66%
Delta: 0.34
Theta: 0.00
Omega: 8.61
Rho: 0.01
 

Quote data

Open: 0.450
High: 0.490
Low: 0.390
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month  
+254.55%
3 Months
  -29.09%
YTD  
+160.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.490
1M High / 1M Low: 0.640 0.110
6M High / 6M Low: 0.640 0.110
High (YTD): 1/14/2022 0.640
Low (YTD): 1/3/2022 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   0.371
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.16%
Volatility 6M:   246.62%
Volatility 1Y:   -
Volatility 3Y:   -