UniCredit Call 160 ESL 15.06.2022/  DE000HR5D5Z1  /

Frankfurt Zert./HVB
1/28/2022  9:55:37 PM Chg.-0.020 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
1.550EUR -1.27% 1.570
Bid Size: 3,000
1.620
Ask Size: 3,000
ESSILORLUXO. INH. EO... 160.00 EUR 6/15/2022 Call

Master data

WKN: HR5D5Z
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 6/15/2022
Issue date: 2/8/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.43
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 0.64
Historic volatility: 0.22
Parity: 0.80
Time value: 0.81
Break-even: 176.10
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 2.48%
Delta: 0.41
Theta: -0.01
Omega: 4.32
Rho: 0.20
 

Quote data

Open: 1.640
High: 1.640
Low: 1.260
Previous Close: 1.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.69%
1 Month
  -50.64%
3 Months
  -21.72%
YTD
  -50.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.930 1.570
1M High / 1M Low: 3.410 1.570
6M High / 6M Low: 3.700 1.080
High (YTD): 1/4/2022 3.410
Low (YTD): 1/27/2022 1.570
52W High: - -
52W Low: - -
Avg. price 1W:   1.714
Avg. volume 1W:   0.000
Avg. price 1M:   2.332
Avg. volume 1M:   0.000
Avg. price 6M:   2.198
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.93%
Volatility 6M:   125.09%
Volatility 1Y:   -
Volatility 3Y:   -