UniCredit Call 147.5 ESL 16.03.20.../  DE000HR5D5T4  /

EUWAX
12/8/2021  9:50:51 AM Chg.+0.08 Bid11:33:00 AM Ask11:33:00 AM Underlying Strike price Expiration date Option type
4.11EUR +1.99% 4.01
Bid Size: 20,000
4.03
Ask Size: 20,000
ESSILORLUXO. INH. EO... 147.50 EUR 3/16/2022 Call

Master data

WKN: HR5D5T
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 147.50 EUR
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 3.87
Intrinsic value: 3.87
Implied volatility: 0.90
Historic volatility: 0.21
Parity: 3.87
Time value: 0.20
Break-even: 188.20
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 0.98%
Delta: 0.66
Theta: -0.04
Omega: 3.01
Rho: 0.22
 

Quote data

Open: 4.11
High: 4.11
Low: 4.11
Previous Close: 4.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.76%
1 Month
  -0.48%
3 Months  
+53.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.03 3.23
1M High / 1M Low: 4.74 3.23
6M High / 6M Low: 4.74 1.08
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.53
Avg. volume 1W:   0.00
Avg. price 1M:   3.88
Avg. volume 1M:   0.00
Avg. price 6M:   2.43
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.17%
Volatility 6M:   119.61%
Volatility 1Y:   -
Volatility 3Y:   -