UniCredit Call 16 ASG 14.12.2022/  DE000HR8U2N0  /

Frankfurt Zert./HVB
11/30/2022  9:49:56 PM Chg.+0.090 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
1.130EUR +8.65% 1.150
Bid Size: 4,000
1.200
Ask Size: 4,000
GENERALI 16.00 - 12/14/2022 Call

Master data

WKN: HR8U2N
Issuer: UniCredit
Currency: EUR
Underlying: GENERALI
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 12/14/2022
Issue date: 7/23/2021
Last trading day: 12/13/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.69
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 0.94
Implied volatility: -
Historic volatility: 0.25
Parity: 0.94
Time value: 0.14
Break-even: 17.08
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 4.63%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.080
High: 1.130
Low: 0.960
Previous Close: 1.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.88%
1 Month  
+370.83%
3 Months  
+175.61%
YTD
  -59.64%
1 Year
  -50.22%
3 Years     -
5 Years     -
1W High / 1W Low: 1.060 0.810
1M High / 1M Low: 1.380 0.190
6M High / 6M Low: 1.750 0.070
High (YTD): 4/1/2022 5.160
Low (YTD): 10/7/2022 0.070
52W High: 4/1/2022 5.160
52W Low: 10/7/2022 0.070
Avg. price 1W:   0.992
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   1.590
Avg. volume 1Y:   0.000
Volatility 1M:   339.59%
Volatility 6M:   311.22%
Volatility 1Y:   244.27%
Volatility 3Y:   -