UniCredit Call 6.25 TRN 16.06.202.../  DE000HR10617  /

EUWAX
5/6/2021  6:25:00 PM Chg.+0.020 Bid6:47:00 PM Ask6:47:00 PM Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.140
Bid Size: 12,000
0.160
Ask Size: 12,000
TERNA 6.25 - 6/16/2021 Call

Master data

WKN: HR1061
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.25 -
Maturity: 6/16/2021
Issue date: 8/28/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 43.59
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -0.15
Time value: 0.14
Break-even: 6.39
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.29
Theta: 0.00
Omega: 12.48
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -39.13%
3 Months
  -51.72%
YTD
  -62.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 0.500 0.071
High (YTD): 3/29/2021 0.440
Low (YTD): 3/3/2021 0.071
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.22%
Volatility 6M:   235.08%
Volatility 1Y:   -
Volatility 3Y:   -