UniCredit Call 15.75 XCA 16.03.20.../  DE000HR61JC3  /

Frankfurt Zert./HVB
1/21/2022  1:01:32 PM Chg.+0.004 Bid1:04:59 PM Ask1:04:59 PM Underlying Strike price Expiration date Option type
0.033EUR +13.79% 0.031
Bid Size: 125,000
0.042
Ask Size: 125,000
CREDIT AGRICOLE INH.... 15.75 EUR 3/16/2022 Call

Master data

WKN: HR61JC
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.75 EUR
Maturity: 3/16/2022
Issue date: 3/5/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 184.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -2.26
Time value: 0.07
Break-even: 15.82
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 1.94
Spread abs.: 0.05
Spread %: 61.64%
Delta: 0.08
Theta: 0.00
Omega: 14.69
Rho: 0.00
 

Quote data

Open: 0.023
High: 0.034
Low: 0.023
Previous Close: 0.029
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -52.86%
1 Month  
+175.00%
3 Months
  -72.50%
YTD  
+1000.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.029
1M High / 1M Low: 0.070 0.003
6M High / 6M Low: 0.150 0.003
High (YTD): 1/14/2022 0.070
Low (YTD): 1/3/2022 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   930.59%
Volatility 6M:   562.24%
Volatility 1Y:   -
Volatility 3Y:   -