UniCredit Call 150 ESL 16.03.2022/  DE000HR5D5U2  /

Frankfurt Zert./HVB
1/21/2022  9:55:31 PM Chg.-0.240 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
2.450EUR -8.92% 2.440
Bid Size: 2,000
2.490
Ask Size: 2,000
ESSILORLUXO. INH. EO... 150.00 EUR 3/16/2022 Call

Master data

WKN: HR5D5U
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.97
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 2.36
Implied volatility: 0.74
Historic volatility: 0.22
Parity: 2.36
Time value: 0.13
Break-even: 174.90
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 2.01%
Delta: 0.64
Theta: -0.04
Omega: 4.49
Rho: 0.13
 

Quote data

Open: 2.570
High: 2.690
Low: 2.450
Previous Close: 2.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.60%
1 Month
  -35.01%
3 Months
  -0.41%
YTD
  -36.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.690 2.410
1M High / 1M Low: 4.180 2.320
6M High / 6M Low: 4.490 1.340
High (YTD): 1/4/2022 4.180
Low (YTD): 1/14/2022 2.320
52W High: - -
52W Low: - -
Avg. price 1W:   2.556
Avg. volume 1W:   0.000
Avg. price 1M:   3.176
Avg. volume 1M:   0.000
Avg. price 6M:   2.740
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.51%
Volatility 6M:   120.36%
Volatility 1Y:   -
Volatility 3Y:   -