UniCredit Call 5.9 TRN 16.06.2021/  DE000HR57SG3  /

EUWAX
5/12/2021  8:22:17 PM Chg.-0.040 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.280EUR -12.50% -
Bid Size: -
-
Ask Size: -
TERNA 5.90 - 6/16/2021 Call

Master data

WKN: HR57SG
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 5.90 -
Maturity: 6/16/2021
Issue date: 1/29/2021
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.02
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.23
Implied volatility: 0.50
Historic volatility: 0.22
Parity: 0.23
Time value: 0.11
Break-even: 6.24
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.49
Theta: 0.00
Omega: 8.89
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.310
Low: 0.280
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -22.22%
3 Months
  -37.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.280
1M High / 1M Low: 0.450 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -