UniCredit Call 142 ESL 16.03.2022/  DE000HR5D5R8  /

EUWAX
1/26/2022  8:35:50 PM Chg.+0.05 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
2.80EUR +1.82% -
Bid Size: -
-
Ask Size: -
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: 5.95
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 2.45
Implied volatility: 0.89
Historic volatility: 0.22
Parity: 2.45
Time value: 0.35
Break-even: 170.00
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 1.43%
Delta: 0.66
Theta: -0.08
Omega: 3.94
Rho: 0.11
 

Quote data

Open: 2.81
High: 2.88
Low: 2.80
Previous Close: 2.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.91%
1 Month
  -38.05%
3 Months
  -13.31%
YTD
  -39.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.53 2.75
1M High / 1M Low: 5.02 2.75
6M High / 6M Low: 5.27 1.83
High (YTD): 1/5/2022 5.02
Low (YTD): 1/25/2022 2.75
52W High: - -
52W Low: - -
Avg. price 1W:   3.12
Avg. volume 1W:   0.00
Avg. price 1M:   3.79
Avg. volume 1M:   0.00
Avg. price 6M:   3.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.91%
Volatility 6M:   106.85%
Volatility 1Y:   -
Volatility 3Y:   -