UniCredit Call 6.5 TRN 15.06.2022/  DE000HR5BVA4  /

EUWAX
7/30/2021  1:00:24 PM Chg.-0.010 Bid1:28:49 PM Ask1:28:49 PM Underlying Strike price Expiration date Option type
0.570EUR -1.72% 0.580
Bid Size: 60,000
0.590
Ask Size: 60,000
TERNA 6.50 EUR 6/15/2022 Call

Master data

WKN: HR5BVA
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.50 EUR
Maturity: 6/15/2022
Issue date: 2/5/2021
Last trading day: 6/14/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.22
Implied volatility: 0.62
Historic volatility: 0.19
Parity: 0.22
Time value: 0.38
Break-even: 7.10
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 5.00%
Delta: 0.31
Theta: 0.00
Omega: 3.51
Rho: 0.01
 

Quote data

Open: 0.560
High: 0.570
Low: 0.560
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+54.05%
3 Months  
+72.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.560
1M High / 1M Low: 0.600 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -