UniCredit Call 167.5 ESL 16.03.20.../  DE000HR5MN24  /

Frankfurt Zert./HVB
1/21/2022  9:55:09 PM Chg.-0.160 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
1.070EUR -13.01% 1.070
Bid Size: 3,000
1.120
Ask Size: 3,000
ESSILORLUXO. INH. EO... 167.50 EUR 3/16/2022 Call

Master data

WKN: HR5MN2
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 167.50 EUR
Maturity: 3/16/2022
Issue date: 2/17/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.50
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.61
Implied volatility: 0.55
Historic volatility: 0.22
Parity: 0.61
Time value: 0.51
Break-even: 178.70
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 4.46%
Delta: 0.46
Theta: -0.03
Omega: 7.06
Rho: 0.10
 

Quote data

Open: 1.140
High: 1.250
Low: 1.070
Previous Close: 1.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.32%
1 Month
  -51.36%
3 Months
  -9.32%
YTD
  -52.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.230 1.040
1M High / 1M Low: 2.550 0.970
6M High / 6M Low: 2.890 0.600
High (YTD): 1/4/2022 2.550
Low (YTD): 1/14/2022 0.970
52W High: - -
52W Low: - -
Avg. price 1W:   1.140
Avg. volume 1W:   0.000
Avg. price 1M:   1.655
Avg. volume 1M:   0.000
Avg. price 6M:   1.477
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.84%
Volatility 6M:   171.38%
Volatility 1Y:   -
Volatility 3Y:   -