UniCredit Call 165 ESL 16.03.2022/  DE000HR5FGW0  /

Frankfurt Zert./HVB
1/18/2022  2:46:44 PM Chg.-0.190 Bid2:55:07 PM Ask2:55:07 PM Underlying Strike price Expiration date Option type
1.170EUR -13.97% 1.200
Bid Size: 30,000
1.210
Ask Size: 30,000
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: 12.43
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.61
Historic volatility: 0.22
Parity: 0.90
Time value: 0.50
Break-even: 179.00
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 2.86%
Delta: 0.49
Theta: -0.04
Omega: 6.08
Rho: 0.11
 

Quote data

Open: 1.230
High: 1.230
Low: 1.090
Previous Close: 1.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.52%
1 Month
  -40.00%
3 Months  
+7.34%
YTD
  -52.63%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.510 1.130
1M High / 1M Low: 2.770 1.130
6M High / 6M Low: 3.110 0.570
High (YTD): 1/4/2022 2.770
Low (YTD): 1/14/2022 1.130
52W High: - -
52W Low: - -
Avg. price 1W:   1.336
Avg. volume 1W:   0.000
Avg. price 1M:   2.041
Avg. volume 1M:   0.000
Avg. price 6M:   1.609
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.48%
Volatility 6M:   161.38%
Volatility 1Y:   -
Volatility 3Y:   -