UniCredit Call 160 ESL 14.06.2023/  DE000HB0W7H1  /

EUWAX
1/28/2022  1:35:08 PM Chg.-0.24 Bid1:44:09 PM Ask1:44:09 PM Underlying Strike price Expiration date Option type
2.13EUR -10.13% 2.09
Bid Size: 35,000
2.10
Ask Size: 35,000
ESSILORLUXO. INH. EO... 160.00 EUR 6/14/2023 Call

Master data

WKN: HB0W7H
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 6/14/2023
Issue date: 11/1/2021
Last trading day: 6/13/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.91
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 0.77
Historic volatility: 0.22
Parity: 0.80
Time value: 1.63
Break-even: 184.30
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 2.06%
Delta: 0.36
Theta: 0.00
Omega: 2.49
Rho: 0.50
 

Quote data

Open: 2.37
High: 2.37
Low: 2.13
Previous Close: 2.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.26%
1 Month
  -43.50%
3 Months     -
YTD
  -43.20%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.74 2.37
1M High / 1M Low: 4.06 2.37
6M High / 6M Low: - -
High (YTD): 1/5/2022 4.06
Low (YTD): 1/27/2022 2.37
52W High: - -
52W Low: - -
Avg. price 1W:   2.50
Avg. volume 1W:   0.00
Avg. price 1M:   3.07
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -