UniCredit Call 9.5 XCA 15.12.2021/  DE000HR5C4J9  /

Frankfurt Zert./HVB
12/8/2021  4:46:29 PM Chg.-0.090 Bid4:57:00 PM Ask- Underlying Strike price Expiration date Option type
2.890EUR -3.02% 2.870
Bid Size: 50,000
-
Ask Size: -
CREDIT AGRICOLE INH.... 9.50 EUR 12/15/2021 Call

Master data

WKN: HR5C4J
Issuer: UniCredit
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.16
Leverage: Yes

Calculated values

Fair value: 2.97
Intrinsic value: 2.97
Implied volatility: 1.59
Historic volatility: 0.25
Parity: 2.97
Time value: 0.03
Break-even: 12.50
Moneyness: 1.31
Premium: 0.00
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.02
Omega: 3.75
Rho: 0.00
 

Quote data

Open: 2.980
High: 2.980
Low: 2.750
Previous Close: 2.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.23%
1 Month
  -22.93%
3 Months  
+7.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.980 2.530
1M High / 1M Low: 3.750 2.530
6M High / 6M Low: 3.860 1.890
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.802
Avg. volume 1W:   0.000
Avg. price 1M:   3.100
Avg. volume 1M:   0.000
Avg. price 6M:   2.835
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.88%
Volatility 6M:   98.65%
Volatility 1Y:   -
Volatility 3Y:   -