UniCredit Call 165 ESL 15.06.2022/  DE000HR6JRC9  /

Frankfurt Zert./HVB
1/24/2022  6:16:21 PM Chg.-0.250 Bid6:19:01 PM Ask6:19:01 PM Underlying Strike price Expiration date Option type
1.340EUR -15.72% 1.340
Bid Size: 2,500
1.400
Ask Size: 2,500
ESSILORLUXO. INH. EO... 165.00 EUR 6/15/2022 Call

Master data

WKN: HR6JRC
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 6/15/2022
Issue date: 3/29/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.59
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 0.63
Historic volatility: 0.22
Parity: 0.86
Time value: 0.78
Break-even: 181.40
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 3.05%
Delta: 0.41
Theta: -0.01
Omega: 4.35
Rho: 0.21
 

Quote data

Open: 1.550
High: 1.650
Low: 1.340
Previous Close: 1.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.18%
1 Month
  -49.43%
3 Months
  -15.19%
YTD
  -50.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.750 1.550
1M High / 1M Low: 2.990 1.490
6M High / 6M Low: 3.280 0.880
High (YTD): 1/4/2022 2.990
Low (YTD): 1/14/2022 1.490
52W High: - -
52W Low: - -
Avg. price 1W:   1.656
Avg. volume 1W:   0.000
Avg. price 1M:   2.141
Avg. volume 1M:   0.000
Avg. price 6M:   1.875
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.10%
Volatility 6M:   135.01%
Volatility 1Y:   -
Volatility 3Y:   -