UniCredit Call 140 ESL 16.03.2022/  DE000HR5D5Q0  /

Frankfurt Zert./HVB
1/4/2022  11:02:33 AM Chg.+0.130 Bid9:56:00 PM Ask- Underlying Strike price Expiration date Option type
5.040EUR +2.65% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 140.00 - 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 -
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 1/4/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.44
Leverage: Yes

Calculated values

Fair value: 3.36
Intrinsic value: 3.36
Implied volatility: 1.59
Historic volatility: 0.22
Parity: 3.36
Time value: 1.68
Break-even: 190.40
Moneyness: 1.24
Premium: 0.10
Premium p.a.: 0.89
Spread abs.: -0.10
Spread %: -1.98%
Delta: 0.70
Theta: -0.23
Omega: 2.41
Rho: 0.10
 

Quote data

Open: 4.900
High: 5.040
Low: 4.900
Previous Close: 4.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.55%
3 Months  
+50.90%
YTD  
+4.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 5.040 4.690
6M High / 6M Low: 5.450 1.960
High (YTD): 1/4/2022 5.040
Low (YTD): 1/3/2022 4.910
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   4.833
Avg. volume 1M:   0.000
Avg. price 6M:   3.579
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   23.99%
Volatility 6M:   96.41%
Volatility 1Y:   -
Volatility 3Y:   -