UniCredit Call 162 ESL 16.03.2022/  DE000HR5FGV2  /

Frankfurt Zert./HVB
1/25/2022  4:31:12 PM Chg.-0.150 Bid4:35:53 PM Ask4:35:53 PM Underlying Strike price Expiration date Option type
1.170EUR -11.36% 1.170
Bid Size: 30,000
1.180
Ask Size: 30,000
ESSILORLUXO. INH. EO... 162.00 EUR 3/16/2022 Call

Master data

WKN: HR5FGV
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 162.00 EUR
Maturity: 3/16/2022
Issue date: 2/10/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.78
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.52
Implied volatility: 0.71
Historic volatility: 0.22
Parity: 0.52
Time value: 0.90
Break-even: 176.20
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.47
Spread abs.: 0.09
Spread %: 6.34%
Delta: 0.48
Theta: -0.07
Omega: 5.69
Rho: 0.09
 

Quote data

Open: 1.230
High: 1.250
Low: 1.080
Previous Close: 1.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.61%
1 Month
  -56.18%
3 Months
  -20.95%
YTD
  -57.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.650 1.320
1M High / 1M Low: 3.040 1.320
6M High / 6M Low: 3.380 0.790
High (YTD): 1/4/2022 3.040
Low (YTD): 1/24/2022 1.320
52W High: - -
52W Low: - -
Avg. price 1W:   1.488
Avg. volume 1W:   0.000
Avg. price 1M:   2.051
Avg. volume 1M:   0.000
Avg. price 6M:   1.835
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.70%
Volatility 6M:   153.61%
Volatility 1Y:   -
Volatility 3Y:   -