UniCredit Call 6.5 TRN 15.09.2021/  DE000HR2EN35  /

Frankfurt Zert./HVB
6/18/2021  9:55:04 PM Chg.-0.040 Bid9:57:00 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
0.180EUR -18.18% 0.170
Bid Size: 12,000
0.200
Ask Size: 12,000
TERNA 6.50 EUR 9/15/2021 Call

Master data

WKN: HR2EN3
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.50 EUR
Maturity: 9/15/2021
Issue date: 10/19/2020
Last trading day: 9/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 32.58
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.02
Implied volatility: 0.40
Historic volatility: 0.20
Parity: 0.02
Time value: 0.18
Break-even: 6.70
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.28
Theta: 0.00
Omega: 9.15
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.230
Low: 0.170
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+28.57%
3 Months
  -5.26%
YTD
  -41.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.340 0.065
High (YTD): 3/29/2021 0.340
Low (YTD): 3/3/2021 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.87%
Volatility 6M:   217.61%
Volatility 1Y:   -
Volatility 3Y:   -