UniCredit Call 15 XCA 16.03.2022/  DE000HR5QFD9  /

Frankfurt Zert./HVB
1/17/2022  9:54:37 PM Chg.-0.010 Bid1/17/2022 Ask1/17/2022 Underlying Strike price Expiration date Option type
0.170EUR -5.56% 0.170
Bid Size: 12,000
0.210
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: 62.63
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.24
Parity: -1.22
Time value: 0.22
Break-even: 15.22
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.87
Spread abs.: 0.04
Spread %: 18.18%
Delta: 0.18
Theta: 0.00
Omega: 11.36
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.170
Low: 0.150
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+639.13%
3 Months
  -22.73%
YTD  
+709.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.110
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:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   525.00%
Volatility 6M:   341.30%
Volatility 1Y:   -
Volatility 3Y:   -