UniCredit Call 167.5 ESL 16.03.20.../  DE000HR5MN24  /

Frankfurt Zert./HVB
1/14/2022  9:55:14 PM Chg.-0.110 Bid1/14/2022 Ask1/14/2022 Underlying Strike price Expiration date Option type
0.970EUR -10.19% 0.970
Bid Size: 3,500
1.010
Ask Size: 3,500
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: 16.89
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.31
Implied volatility: 0.55
Historic volatility: 0.22
Parity: 0.31
Time value: 0.70
Break-even: 177.60
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 3.96%
Delta: 0.41
Theta: -0.03
Omega: 6.97
Rho: 0.10
 

Quote data

Open: 0.950
High: 1.020
Low: 0.930
Previous Close: 1.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.33%
1 Month
  -52.22%
3 Months  
+11.49%
YTD
  -57.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.370 0.970
1M High / 1M Low: 2.550 0.970
6M High / 6M Low: 2.890 0.510
High (YTD): 1/4/2022 2.550
Low (YTD): 1/14/2022 0.970
52W High: - -
52W Low: - -
Avg. price 1W:   1.200
Avg. volume 1W:   0.000
Avg. price 1M:   1.881
Avg. volume 1M:   0.000
Avg. price 6M:   1.448
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.91%
Volatility 6M:   167.08%
Volatility 1Y:   -
Volatility 3Y:   -