UniCredit Call 14.75 XCA 16.03.20.../  DE000HR5URZ9  /

Frankfurt Zert./HVB
1/21/2022  8:45:46 PM Chg.-0.020 Bid9:00:01 PM Ask9:00:01 PM Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.100
Bid Size: 12,000
0.140
Ask Size: 12,000
CREDIT AGRICOLE INH.... 14.75 EUR 3/16/2022 Call

Master data

WKN: HR5URZ
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 14.75 EUR
Maturity: 3/16/2022
Issue date: 2/26/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 94.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -1.47
Time value: 0.14
Break-even: 14.89
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.19
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.14
Theta: 0.00
Omega: 13.18
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.130
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month  
+127.27%
3 Months
  -61.54%
YTD  
+212.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.100
1M High / 1M Low: 0.240 0.032
6M High / 6M Low: 0.300 0.031
High (YTD): 1/14/2022 0.240
Low (YTD): 1/3/2022 0.041
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   457.09%
Volatility 6M:   321.44%
Volatility 1Y:   -
Volatility 3Y:   -