UniCredit Call 13 XCA 16.03.2022/  DE000HR5HRB7  /

Frankfurt Zert./HVB
1/14/2022  9:55:36 PM Chg.+0.040 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
1.130EUR +3.67% 1.120
Bid Size: 6,000
1.160
Ask Size: 6,000
CREDIT AGRICOLE INH.... 13.00 EUR 3/16/2022 Call

Master data

WKN: HR5HRB
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 3/16/2022
Issue date: 2/12/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.78
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.78
Implied volatility: 0.62
Historic volatility: 0.24
Parity: 0.78
Time value: 0.39
Break-even: 14.17
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 4.27%
Delta: 0.49
Theta: 0.00
Omega: 5.82
Rho: 0.01
 

Quote data

Open: 1.090
High: 1.130
Low: 0.970
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.97%
1 Month  
+242.42%
3 Months  
+26.97%
YTD  
+205.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.130 0.950
1M High / 1M Low: 1.130 0.260
6M High / 6M Low: 1.130 0.260
High (YTD): 1/14/2022 1.130
Low (YTD): 1/3/2022 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   1.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.598
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.87%
Volatility 6M:   207.68%
Volatility 1Y:   -
Volatility 3Y:   -