UniCredit Call 5.5 TRN 15.12.2021/  DE000HR5BV27  /

EUWAX
7/27/2021  8:48:15 PM Chg.+0.05 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
1.26EUR +4.13% -
Bid Size: -
-
Ask Size: -
TERNA 5.50 EUR 12/15/2021 Call

Master data

WKN: HR5BV2
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 5.50 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.42
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.17
Implied volatility: 0.79
Historic volatility: 0.19
Parity: 1.17
Time value: 0.06
Break-even: 6.73
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.63%
Delta: 0.58
Theta: 0.00
Omega: 3.14
Rho: 0.01
 

Quote data

Open: 1.18
High: 1.26
Low: 1.18
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.33%
1 Month  
+44.83%
3 Months  
+65.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.22 1.03
1M High / 1M Low: 1.22 0.86
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -