UniCredit Call 6.75 TRN 15.12.202.../  DE000HR835B0  /

EUWAX
7/29/2021  8:34:13 PM Chg.-0.020 Bid7/29/2021 Ask7/29/2021 Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.290
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: 20.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.19
Parity: -0.01
Time value: 0.33
Break-even: 7.08
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 6.06%
Delta: 0.29
Theta: 0.00
Omega: 6.01
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.310
Low: 0.280
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.09%
1 Month  
+93.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -