UniCredit Call 142 ESL 16.03.2022/  DE000HR5D5R8  /

EUWAX
12/3/2021  1:01:47 PM Chg.-0.15 Bid2:41:35 PM Ask2:41:35 PM Underlying Strike price Expiration date Option type
3.70EUR -3.90% 3.85
Bid Size: 20,000
3.86
Ask Size: 20,000
ESSILORLUXO. INH. EO... 142.00 EUR 3/16/2022 Call

Master data

WKN: HR5D5R
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 142.00 EUR
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.58
Leverage: Yes

Calculated values

Fair value: 3.55
Intrinsic value: 3.55
Implied volatility: 0.92
Historic volatility: 0.20
Parity: 3.55
Time value: 0.33
Break-even: 180.80
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 1.29%
Delta: 0.64
Theta: -0.04
Omega: 2.95
Rho: 0.21
 

Quote data

Open: 3.81
High: 3.81
Low: 3.70
Previous Close: 3.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.86%
1 Month
  -23.24%
3 Months  
+31.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.10 3.77
1M High / 1M Low: 5.27 3.77
6M High / 6M Low: 5.27 1.24
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.92
Avg. volume 1W:   0.00
Avg. price 1M:   4.49
Avg. volume 1M:   0.00
Avg. price 6M:   2.79
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.15%
Volatility 6M:   106.32%
Volatility 1Y:   -
Volatility 3Y:   -