UniCredit Call 7.2 XCA 15.12.2021/  DE000HZ93H78  /

Frankfurt Zert./HVB
12/3/2021  9:54:53 PM Chg.-0.150 Bid9:56:01 PM Ask- Underlying Strike price Expiration date Option type
5.040EUR -2.89% 5.050
Bid Size: 3,000
-
Ask Size: -
CREDIT AGRICOLE INH.... 7.20 - 12/15/2021 Call

Master data

WKN: HZ93H7
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 7.20 -
Maturity: 12/15/2021
Issue date: 4/15/2020
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 5.04
Intrinsic value: 5.04
Implied volatility: 2.19
Historic volatility: 0.25
Parity: 5.04
Time value: 0.02
Break-even: 12.26
Moneyness: 1.70
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.02
Omega: 2.27
Rho: 0.00
 

Quote data

Open: 5.210
High: 5.210
Low: 4.960
Previous Close: 5.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.20%
1 Month
  -16.83%
3 Months  
+2.23%
YTD  
+46.94%
1 Year  
+27.27%
3 Years     -
5 Years     -
1W High / 1W Low: 5.190 4.810
1M High / 1M Low: 6.060 4.810
6M High / 6M Low: 6.130 4.000
High (YTD): 5/14/2021 6.180
Low (YTD): 1/27/2021 2.490
52W High: 5/14/2021 6.180
52W Low: 1/27/2021 2.490
Avg. price 1W:   4.960
Avg. volume 1W:   0.000
Avg. price 1M:   5.424
Avg. volume 1M:   0.000
Avg. price 6M:   5.048
Avg. volume 6M:   0.000
Avg. price 1Y:   4.743
Avg. volume 1Y:   0.000
Volatility 1M:   51.92%
Volatility 6M:   58.42%
Volatility 1Y:   62.24%
Volatility 3Y:   -