UniCredit Call 6.25 TRN 16.06.202.../  DE000HR10617  /

EUWAX
5/14/2021  9:12:46 PM Chg.+0.020 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
0.160EUR +14.29% -
Bid Size: -
-
Ask Size: -
TERNA 6.25 EUR 6/16/2021 Call

Master data

WKN: HR1061
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.25 EUR
Maturity: 6/16/2021
Issue date: 8/28/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 38.53
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.22
Parity: -0.09
Time value: 0.16
Break-even: 6.41
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.33
Theta: 0.00
Omega: 12.75
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.160
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -11.11%
3 Months
  -33.33%
YTD
  -56.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.220 0.100
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:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.20%
Volatility 6M:   241.74%
Volatility 1Y:   -
Volatility 3Y:   -