UniCredit Call 157.5 ESL 16.03.20.../  DE000HR5FGU4  /

EUWAX
1/24/2022  3:02:51 PM Chg.-0.23 Bid3:32:07 PM Ask3:32:07 PM Underlying Strike price Expiration date Option type
1.62EUR -12.43% 1.62
Bid Size: 25,000
1.63
Ask Size: 25,000
ESSILORLUXO. INH. EO... 157.50 EUR 3/16/2022 Call

Master data

WKN: HR5FGU
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 157.50 EUR
Maturity: 3/16/2022
Issue date: 2/10/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.38
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.61
Implied volatility: 0.66
Historic volatility: 0.22
Parity: 1.61
Time value: 0.24
Break-even: 176.00
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 2.16%
Delta: 0.58
Theta: -0.04
Omega: 5.44
Rho: 0.11
 

Quote data

Open: 1.86
High: 1.86
Low: 1.62
Previous Close: 1.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.35%
1 Month
  -47.06%
3 Months
  -13.37%
YTD
  -48.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.09 1.80
1M High / 1M Low: 3.50 1.66
6M High / 6M Low: 3.80 0.97
High (YTD): 1/5/2022 3.50
Low (YTD): 1/14/2022 1.66
52W High: - -
52W Low: - -
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   2.48
Avg. volume 1M:   0.00
Avg. price 6M:   2.16
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.92%
Volatility 6M:   142.29%
Volatility 1Y:   -
Volatility 3Y:   -