UniCredit Call 15 XCA 16.03.2022/  DE000HR5QFD9  /

Frankfurt Zert./HVB
1/20/2022  9:55:04 PM Chg.-0.040 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.080EUR -33.33% 0.080
Bid Size: 12,000
0.130
Ask Size: 12,000
CREDIT AGRICOLE INH.... 15.00 EUR 3/16/2022 Call

Master data

WKN: HR5QFD
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 3/16/2022
Issue date: 2/19/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 84.63
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -1.46
Time value: 0.16
Break-even: 15.16
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.12
Spread abs.: 0.04
Spread %: 25.00%
Delta: 0.15
Theta: 0.00
Omega: 12.53
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.120
Low: 0.080
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month  
+280.95%
3 Months
  -65.22%
YTD  
+280.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: 0.180 0.021
6M High / 6M Low: 0.250 0.021
High (YTD): 1/14/2022 0.180
Low (YTD): 1/3/2022 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   521.79%
Volatility 6M:   341.74%
Volatility 1Y:   -
Volatility 3Y:   -