UniCredit Call 155 ESL 16.03.2022/  DE000HR5D5W8  /

Frankfurt Zert./HVB
1/14/2022  9:54:34 PM Chg.-0.130 Bid9:57:54 PM Ask9:57:54 PM Underlying Strike price Expiration date Option type
1.900EUR -6.40% 1.890
Bid Size: 2,500
1.940
Ask Size: 2,500
ESSILORLUXO. INH. EO... 155.00 EUR 3/16/2022 Call

Master data

WKN: HR5D5W
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 155.00 EUR
Maturity: 3/16/2022
Issue date: 2/8/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.79
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.56
Implied volatility: 0.70
Historic volatility: 0.22
Parity: 1.56
Time value: 0.38
Break-even: 174.40
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 2.06%
Delta: 0.56
Theta: -0.04
Omega: 4.92
Rho: 0.13
 

Quote data

Open: 1.850
High: 1.940
Low: 1.830
Previous Close: 2.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.30%
1 Month
  -38.51%
3 Months  
+18.75%
YTD
  -43.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.360 1.900
1M High / 1M Low: 3.700 1.900
6M High / 6M Low: 4.020 0.910
High (YTD): 1/4/2022 3.700
Low (YTD): 1/14/2022 1.900
52W High: - -
52W Low: - -
Avg. price 1W:   2.170
Avg. volume 1W:   0.000
Avg. price 1M:   2.936
Avg. volume 1M:   0.000
Avg. price 6M:   2.300
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.79%
Volatility 6M:   131.38%
Volatility 1Y:   -
Volatility 3Y:   -