UniCredit Call 172 ESL 16.03.2022/  DE000HR5RKJ4  /

Frankfurt Zert./HVB
1/28/2022  5:46:14 PM Chg.-0.040 Bid1/28/2022 Ask1/28/2022 Underlying Strike price Expiration date Option type
0.480EUR -7.69% 0.480
Bid Size: 9,000
0.510
Ask Size: 9,000
ESSILORLUXO. INH. EO... 172.00 EUR 3/16/2022 Call

Master data

WKN: HR5RKJ
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 172.00 EUR
Maturity: 3/16/2022
Issue date: 2/22/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.00
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.22
Parity: -0.40
Time value: 0.56
Break-even: 177.60
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.54
Spread abs.: 0.04
Spread %: 7.14%
Delta: 0.32
Theta: -0.04
Omega: 9.63
Rho: 0.06
 

Quote data

Open: 0.560
High: 0.560
Low: 0.340
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -74.87%
3 Months
  -52.00%
YTD
  -74.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.800 0.520
1M High / 1M Low: 2.160 0.520
6M High / 6M Low: 2.520 0.480
High (YTD): 1/4/2022 2.160
Low (YTD): 1/27/2022 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   1.179
Avg. volume 1M:   0.000
Avg. price 6M:   1.206
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.31%
Volatility 6M:   190.41%
Volatility 1Y:   -
Volatility 3Y:   -