UniCredit Call 5.8 TRN 16.03.2022/  DE000HR7TCZ9  /

Frankfurt Zert./HVB
7/30/2021  9:54:37 PM Chg.-0.010 Bid9:58:45 PM Ask9:58:45 PM Underlying Strike price Expiration date Option type
0.990EUR -1.00% 0.990
Bid Size: 4,500
1.010
Ask Size: 4,500
TERNA 5.80 EUR 3/16/2022 Call

Master data

WKN: HR7TCZ
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 5.80 EUR
Maturity: 3/16/2022
Issue date: 5/28/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.57
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.72
Historic volatility: 0.19
Parity: 0.90
Time value: 0.12
Break-even: 6.82
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.96%
Delta: 0.47
Theta: 0.00
Omega: 3.10
Rho: 0.01
 

Quote data

Open: 0.930
High: 1.020
Low: 0.930
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.02%
1 Month  
+45.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.030 0.970
1M High / 1M Low: 1.030 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.844
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -