UniCredit Call 5.9 TRN 16.06.2021/  DE000HR57SG3  /

EUWAX
6/11/2021  8:51:02 PM Chg.+0.020 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.570EUR +3.64% -
Bid Size: -
-
Ask Size: -
TERNA 5.90 EUR 6/16/2021 Call

Master data

WKN: HR57SG
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 5.90 EUR
Maturity: 6/16/2021
Issue date: 1/29/2021
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.34
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 0.81
Historic volatility: 0.20
Parity: 0.56
Time value: 0.01
Break-even: 6.47
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: -0.01
Spread %: -1.75%
Delta: 0.85
Theta: -0.01
Omega: 9.66
Rho: 0.00
 

Quote data

Open: 0.580
High: 0.580
Low: 0.560
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.55%
1 Month  
+103.57%
3 Months  
+72.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.470
1M High / 1M Low: 0.570 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.418
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -