UniCredit Call 140 ESL 16.03.2022/  DE000HR5D5Q0  /

EUWAX
11/29/2021  8:46:54 PM Chg.+0.33 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
4.28EUR +8.35% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 140.00 EUR 3/16/2022 Call

Master data

WKN: HR5D5Q
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 3.89
Intrinsic value: 3.89
Implied volatility: 0.94
Historic volatility: 0.20
Parity: 3.89
Time value: 0.30
Break-even: 181.90
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.18
Spread %: 4.30%
Delta: 0.66
Theta: -0.04
Omega: 2.81
Rho: 0.22
 

Quote data

Open: 4.23
High: 4.39
Low: 4.21
Previous Close: 3.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.15%
1 Month  
+4.90%
3 Months  
+63.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.36 3.95
1M High / 1M Low: 5.46 3.95
6M High / 6M Low: 5.46 1.25
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.80
Avg. volume 1W:   0.00
Avg. price 1M:   4.74
Avg. volume 1M:   0.00
Avg. price 6M:   2.88
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.44%
Volatility 6M:   102.11%
Volatility 1Y:   -
Volatility 3Y:   -