UniCredit Call 6.5 TRN 15.09.2021/  DE000HR2EN35  /

Frankfurt Zert./HVB
6/11/2021  9:54:50 PM Chg.0.000 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.160
Bid Size: 12,000
0.190
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: 34.01
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -0.04
Time value: 0.19
Break-even: 6.69
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.26
Theta: 0.00
Omega: 8.97
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+14.29%
3 Months  
+6.67%
YTD
  -48.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.170 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:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.42%
Volatility 6M:   215.74%
Volatility 1Y:   -
Volatility 3Y:   -