UniCredit Call 5.75 TRN 15.12.202.../  DE000HR5BV35  /

Frankfurt Zert./HVB
8/3/2021  9:55:12 PM Chg.+0.030 Bid8/3/2021 Ask8/3/2021 Underlying Strike price Expiration date Option type
0.960EUR +3.23% 0.960
Bid Size: 4,000
0.980
Ask Size: 4,000
TERNA 5.75 EUR 12/15/2021 Call

Master data

WKN: HR5BV3
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 5.75 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.99
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.89
Implied volatility: 0.70
Historic volatility: 0.19
Parity: 0.89
Time value: 0.06
Break-even: 6.70
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 2.11%
Delta: 0.53
Theta: 0.00
Omega: 3.68
Rho: 0.01
 

Quote data

Open: 0.940
High: 0.980
Low: 0.940
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+43.28%
3 Months  
+81.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.040 0.930
1M High / 1M Low: 1.040 0.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.988
Avg. volume 1W:   0.000
Avg. price 1M:   0.877
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -