UniCredit Call 15.6 XCA 16.03.202.../  DE000HR682S0  /

Frankfurt Zert./HVB
12/3/2021  9:54:44 PM Chg.-0.005 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
0.040EUR -11.11% 0.042
Bid Size: 12,000
0.082
Ask Size: 12,000
CREDIT AGRICOLE INH.... 15.60 EUR 3/16/2022 Call

Master data

WKN: HR682S
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.60 EUR
Maturity: 3/16/2022
Issue date: 3/12/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 149.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -3.36
Time value: 0.08
Break-even: 15.68
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 1.43
Spread abs.: 0.04
Spread %: 48.78%
Delta: 0.07
Theta: 0.00
Omega: 10.07
Rho: 0.00
 

Quote data

Open: 0.042
High: 0.043
Low: 0.032
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.64%
3 Months
  -63.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.045 0.023
1M High / 1M Low: 0.130 0.023
6M High / 6M Low: 0.320 0.023
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   434.29%
Volatility 6M:   286.44%
Volatility 1Y:   -
Volatility 3Y:   -