UniCredit Call 6.75 TRN 15.12.202.../  DE000HR835B0  /

Frankfurt Zert./HVB
7/30/2021  9:54:55 PM Chg.-0.010 Bid7/30/2021 Ask7/30/2021 Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.280
Bid Size: 12,000
0.310
Ask Size: 12,000
TERNA 6.75 EUR 12/15/2021 Call

Master data

WKN: HR835B
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.75 EUR
Maturity: 12/15/2021
Issue date: 6/18/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.63
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.19
Parity: -0.05
Time value: 0.31
Break-even: 7.06
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 9.68%
Delta: 0.29
Theta: 0.00
Omega: 6.17
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.300
Low: 0.250
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+86.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.280
1M High / 1M Low: 0.310 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -