UniCredit Call 152.5 ESL 16.03.20.../  DE000HR5D5V0  /

EUWAX
11/30/2021  8:03:38 PM Chg.-0.22 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.93EUR -6.98% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 152.50 EUR 3/16/2022 Call

Master data

WKN: HR5D5V
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 152.50 EUR
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.64
Leverage: Yes

Calculated values

Fair value: 2.79
Intrinsic value: 2.79
Implied volatility: 0.83
Historic volatility: 0.20
Parity: 2.79
Time value: 0.41
Break-even: 184.50
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 1.56%
Delta: 0.59
Theta: -0.03
Omega: 3.33
Rho: 0.22
 

Quote data

Open: 2.71
High: 2.93
Low: 2.71
Previous Close: 3.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.95%
1 Month     0.00%
3 Months  
+71.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.75 2.84
1M High / 1M Low: 4.26 2.84
6M High / 6M Low: 4.26 0.69
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.42
Avg. volume 1W:   0.00
Avg. price 1M:   3.57
Avg. volume 1M:   0.00
Avg. price 6M:   1.96
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.92%
Volatility 6M:   129.05%
Volatility 1Y:   -
Volatility 3Y:   -