UniCredit Call 165 ESL 16.03.2022/  DE000HR5FGW0  /

EUWAX
12/3/2021  9:20:40 AM Chg.+0.04 Bid10:46:51 AM Ask10:46:51 AM Underlying Strike price Expiration date Option type
1.99EUR +2.05% 1.86
Bid Size: 25,000
1.87
Ask Size: 25,000
ESSILORLUXO. INH. EO... 165.00 EUR 3/16/2022 Call

Master data

WKN: HR5FGW
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 3/16/2022
Issue date: 2/10/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.92
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.25
Implied volatility: 0.70
Historic volatility: 0.20
Parity: 1.25
Time value: 0.74
Break-even: 184.90
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 2.51%
Delta: 0.48
Theta: -0.03
Omega: 4.27
Rho: 0.18
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 1.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.57%
1 Month
  -26.30%
3 Months  
+65.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.13 1.85
1M High / 1M Low: 3.12 1.85
6M High / 6M Low: 3.12 0.38
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.26
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.22%
Volatility 6M:   164.14%
Volatility 1Y:   -
Volatility 3Y:   -