UniCredit Call 165 ESL 15.06.2022/  DE000HR6JRC9  /

Frankfurt Zert./HVB
1/26/2022  9:54:58 PM Chg.-0.010 Bid9:57:55 PM Ask9:57:55 PM Underlying Strike price Expiration date Option type
1.340EUR -0.74% 1.350
Bid Size: 3,500
1.390
Ask Size: 3,500
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: 11.89
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.15
Implied volatility: 0.64
Historic volatility: 0.22
Parity: 0.15
Time value: 1.25
Break-even: 179.00
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 2.86%
Delta: 0.37
Theta: -0.02
Omega: 4.46
Rho: 0.19
 

Quote data

Open: 1.360
High: 1.470
Low: 1.320
Previous Close: 1.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.71%
1 Month
  -49.43%
3 Months
  -17.28%
YTD
  -50.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.750 1.350
1M High / 1M Low: 2.990 1.350
6M High / 6M Low: 3.280 0.880
High (YTD): 1/4/2022 2.990
Low (YTD): 1/25/2022 1.350
52W High: - -
52W Low: - -
Avg. price 1W:   1.572
Avg. volume 1W:   0.000
Avg. price 1M:   2.071
Avg. volume 1M:   0.000
Avg. price 6M:   1.868
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.95%
Volatility 6M:   135.04%
Volatility 1Y:   -
Volatility 3Y:   -