UniCredit Call 145 ESL 16.03.2022/  DE000HR5D5S6  /

EUWAX
1/4/2022  9:36:01 AM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
4.54EUR - -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 145.00 - 3/16/2022 Call

Master data

WKN: HR5D5S
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 1/4/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.90
Leverage: Yes

Calculated values

Fair value: 2.30
Intrinsic value: 2.30
Implied volatility: 1.61
Historic volatility: 0.22
Parity: 2.30
Time value: 2.01
Break-even: 188.10
Moneyness: 1.16
Premium: 0.12
Premium p.a.: 1.41
Spread abs.: -0.27
Spread %: -6.26%
Delta: 0.66
Theta: -0.27
Omega: 2.58
Rho: 0.09
 

Quote data

Open: 4.54
High: 4.54
Low: 4.54
Previous Close: 4.37
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.83%
3 Months  
+25.76%
YTD  
+4.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 4.54 4.29
6M High / 6M Low: 4.98 1.76
High (YTD): 1/4/2022 4.54
Low (YTD): 1/3/2022 4.37
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   4.38
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   23.64%
Volatility 6M:   109.02%
Volatility 1Y:   -
Volatility 3Y:   -