UniCredit Call 5.5 TRN 15.06.2022/  DE000HR5BV92  /

EUWAX
8/2/2021  8:57:34 PM Chg.-0.05 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
1.22EUR -3.94% -
Bid Size: -
-
Ask Size: -
TERNA 5.50 EUR 6/15/2022 Call

Master data

WKN: HR5BV9
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 5.50 EUR
Maturity: 6/15/2022
Issue date: 2/5/2021
Last trading day: 6/14/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.16
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.20
Implied volatility: 0.79
Historic volatility: 0.19
Parity: 1.20
Time value: 0.10
Break-even: 6.80
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 2.31%
Delta: 0.49
Theta: 0.00
Omega: 2.54
Rho: 0.02
 

Quote data

Open: 1.25
High: 1.26
Low: 1.21
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+28.42%
3 Months  
+54.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.32 1.26
1M High / 1M Low: 1.32 0.95
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -