UniCredit Call 147.5 ESL 16.03.20.../  DE000HR5D5T4  /

EUWAX
1/21/2022  8:28:59 PM Chg.-0.31 Bid8:51:17 PM Ask8:51:17 PM Underlying Strike price Expiration date Option type
2.70EUR -10.30% 2.70
Bid Size: 2,000
2.74
Ask Size: 2,000
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: 5.97
Leverage: Yes

Calculated values

Fair value: 2.91
Intrinsic value: 2.91
Implied volatility: 0.79
Historic volatility: 0.22
Parity: 2.91
Time value: 0.05
Break-even: 177.10
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 1.69%
Delta: 0.68
Theta: -0.04
Omega: 4.06
Rho: 0.13
 

Quote data

Open: 2.79
High: 2.81
Low: 2.70
Previous Close: 3.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.00%
1 Month
  -25.62%
3 Months  
+6.72%
YTD
  -34.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.01 2.50
1M High / 1M Low: 4.48 2.50
6M High / 6M Low: 4.74 1.46
High (YTD): 1/5/2022 4.48
Low (YTD): 1/14/2022 2.50
52W High: - -
52W Low: - -
Avg. price 1W:   2.77
Avg. volume 1W:   0.00
Avg. price 1M:   3.48
Avg. volume 1M:   0.00
Avg. price 6M:   2.93
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.11%
Volatility 6M:   116.20%
Volatility 1Y:   -
Volatility 3Y:   -