UniCredit Call 165 ESL 15.06.2022/  DE000HR6JRC9  /

EUWAX
1/14/2022  8:37:15 PM Chg.-0.15 Bid9:51:00 PM Ask9:51:00 PM Underlying Strike price Expiration date Option type
1.47EUR -9.26% 1.49
Bid Size: 3,000
1.53
Ask Size: 3,000
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: 11.15
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 0.64
Historic volatility: 0.22
Parity: 0.56
Time value: 0.97
Break-even: 180.30
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 2.61%
Delta: 0.39
Theta: -0.01
Omega: 4.31
Rho: 0.21
 

Quote data

Open: 1.48
High: 1.48
Low: 1.45
Previous Close: 1.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.13%
1 Month
  -40.73%
3 Months  
+17.60%
YTD
  -45.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.86 1.47
1M High / 1M Low: 3.04 1.47
6M High / 6M Low: 3.29 0.74
High (YTD): 1/5/2022 3.04
Low (YTD): 1/14/2022 1.47
52W High: - -
52W Low: - -
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.83
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.91%
Volatility 6M:   135.71%
Volatility 1Y:   -
Volatility 3Y:   -