UniCredit Call 152.5 ESL 16.03.20.../  DE000HR5D5V0  /

Frankfurt Zert./HVB
1/28/2022  9:54:35 PM Chg.-0.030 Bid9:58:54 PM Ask9:58:54 PM Underlying Strike price Expiration date Option type
1.760EUR -1.68% 1.780
Bid Size: 2,500
1.830
Ask Size: 2,500
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: 9.23
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.55
Implied volatility: 0.68
Historic volatility: 0.22
Parity: 1.55
Time value: 0.27
Break-even: 170.70
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 2.20%
Delta: 0.59
Theta: -0.05
Omega: 5.42
Rho: 0.10
 

Quote data

Open: 1.860
High: 1.860
Low: 1.400
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.08%
1 Month
  -50.97%
3 Months
  -40.34%
YTD
  -51.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.030 1.760
1M High / 1M Low: 3.940 1.760
6M High / 6M Low: 4.250 1.310
High (YTD): 1/4/2022 3.940
Low (YTD): 1/28/2022 1.760
52W High: - -
52W Low: - -
Avg. price 1W:   1.862
Avg. volume 1W:   0.000
Avg. price 1M:   2.617
Avg. volume 1M:   0.000
Avg. price 6M:   2.552
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.38%
Volatility 6M:   126.60%
Volatility 1Y:   -
Volatility 3Y:   -