UniCredit Call 180 ESL 16.03.2022/  DE000HR5MN32  /

EUWAX
11/26/2021  8:32:15 PM Chg.-0.560 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.930EUR -37.58% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 180.00 EUR 3/16/2022 Call

Master data

WKN: HR5MN3
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 180.00 EUR
Maturity: 3/16/2022
Issue date: 2/17/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.55
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.20
Parity: -0.11
Time value: 1.15
Break-even: 191.50
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.18
Spread %: 15.65%
Delta: 0.35
Theta: -0.02
Omega: 5.45
Rho: 0.15
 

Quote data

Open: 1.050
High: 1.120
Low: 0.930
Previous Close: 1.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.05%
1 Month  
+52.46%
3 Months  
+97.87%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.780 0.930
1M High / 1M Low: 1.900 0.610
6M High / 6M Low: 1.900 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.428
Avg. volume 1W:   0.000
Avg. price 1M:   1.334
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.18%
Volatility 6M:   212.24%
Volatility 1Y:   -
Volatility 3Y:   -