UniCredit Call 157.5 ESL 16.03.20.../  DE000HR5FGU4  /

Frankfurt Zert./HVB
1/26/2022  7:16:26 PM Chg.+0.050 Bid7:21:00 PM Ask7:21:00 PM Underlying Strike price Expiration date Option type
1.540EUR +3.36% 1.530
Bid Size: 4,000
1.560
Ask Size: 4,000
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: 10.88
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.69
Historic volatility: 0.22
Parity: 0.90
Time value: 0.63
Break-even: 172.80
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 2.61%
Delta: 0.52
Theta: -0.06
Omega: 5.64
Rho: 0.10
 

Quote data

Open: 1.500
High: 1.630
Low: 1.470
Previous Close: 1.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -49.84%
3 Months
  -19.79%
YTD
  -51.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.020 1.490
1M High / 1M Low: 3.460 1.490
6M High / 6M Low: 3.790 0.970
High (YTD): 1/4/2022 3.460
Low (YTD): 1/25/2022 1.490
52W High: - -
52W Low: - -
Avg. price 1W:   1.784
Avg. volume 1W:   0.000
Avg. price 1M:   2.386
Avg. volume 1M:   0.000
Avg. price 6M:   2.153
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.16%
Volatility 6M:   139.85%
Volatility 1Y:   -
Volatility 3Y:   -