UniCredit Call 13.75 XCA 16.03.20.../  DE000HR5QFB3  /

Frankfurt Zert./HVB
1/17/2022  9:46:24 AM Chg.-0.020 Bid9:53:00 AM Ask9:53:00 AM Underlying Strike price Expiration date Option type
0.620EUR -3.13% 0.600
Bid Size: 90,000
0.610
Ask Size: 90,000
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: 19.97
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.03
Implied volatility: 0.53
Historic volatility: 0.24
Parity: 0.03
Time value: 0.66
Break-even: 14.44
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.33
Spread abs.: 0.05
Spread %: 7.25%
Delta: 0.38
Theta: 0.00
Omega: 7.51
Rho: 0.01
 

Quote data

Open: 0.640
High: 0.640
Low: 0.600
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.57%
1 Month  
+463.64%
3 Months  
+8.77%
YTD  
+313.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.500
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:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   0.366
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   319.43%
Volatility 6M:   247.37%
Volatility 1Y:   -
Volatility 3Y:   -