UniCredit Call 160 ESL 15.06.2022/  DE000HR5D5Z1  /

Frankfurt Zert./HVB
5/25/2022  1:15:42 PM Chg.-0.027 Bid1:15:59 PM Ask1:15:59 PM Underlying Strike price Expiration date Option type
0.033EUR -45.00% 0.032
Bid Size: 50,000
0.043
Ask Size: 50,000
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: 146.30
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.28
Parity: -1.37
Time value: 0.10
Break-even: 161.00
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 4.28
Spread abs.: 0.04
Spread %: 43.00%
Delta: 0.14
Theta: -0.05
Omega: 19.79
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.042
Low: 0.031
Previous Close: 0.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -97.00%
3 Months
  -96.94%
YTD
  -98.94%
1 Year
  -94.31%
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.054
1M High / 1M Low: 1.100 0.054
6M High / 6M Low: 3.410 0.054
High (YTD): 1/4/2022 3.410
Low (YTD): 5/18/2022 0.054
52W High: 11/19/2021 3.700
52W Low: 5/18/2022 0.054
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   0.000
Avg. price 6M:   1.570
Avg. volume 6M:   0.000
Avg. price 1Y:   1.604
Avg. volume 1Y:   0.000
Volatility 1M:   445.81%
Volatility 6M:   292.70%
Volatility 1Y:   223.50%
Volatility 3Y:   -