UniCredit Call 5.9 TRN 16.06.2021/  DE000HR57SG3  /

EUWAX
5/7/2021  8:09:41 PM Chg.+0.010 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
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: 15.86
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.28
Implied volatility: 0.53
Historic volatility: 0.22
Parity: 0.28
Time value: 0.11
Break-even: 6.29
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.51
Theta: 0.00
Omega: 8.01
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.410
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -7.69%
3 Months
  -16.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.450 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -