UniCredit Call 6.75 TRN 16.06.202.../  DE000HR1FRC8  /

EUWAX
5/17/2021  3:22:03 PM Chg.-0.007 Bid3:38:51 PM Ask3:38:51 PM Underlying Strike price Expiration date Option type
0.021EUR -25.00% 0.022
Bid Size: 100,000
0.027
Ask Size: 100,000
TERNA 6.75 EUR 6/16/2021 Call

Master data

WKN: HR1FRC
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.75 EUR
Maturity: 6/16/2021
Issue date: 8/21/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 122.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -0.52
Time value: 0.05
Break-even: 6.80
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.88
Spread abs.: 0.02
Spread %: 43.14%
Delta: 0.15
Theta: 0.00
Omega: 17.96
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.021
Low: 0.019
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month
  -53.33%
3 Months
  -65.00%
YTD
  -87.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.028 0.010
1M High / 1M Low: 0.051 0.010
6M High / 6M Low: 0.260 0.010
High (YTD): 3/29/2021 0.170
Low (YTD): 5/12/2021 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   550.45%
Volatility 6M:   402.33%
Volatility 1Y:   -
Volatility 3Y:   -