UniCredit Call 6.9 TRN 15.12.2021/  DE000HR835C8  /

EUWAX
7/29/2021  8:34:13 PM Chg.-0.020 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.220EUR -8.33% -
Bid Size: -
-
Ask Size: -
TERNA 6.90 EUR 12/15/2021 Call

Master data

WKN: HR835C
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.90 EUR
Maturity: 12/15/2021
Issue date: 6/18/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 25.93
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.19
Parity: -0.16
Time value: 0.26
Break-even: 7.16
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.25
Theta: 0.00
Omega: 6.58
Rho: 0.01
 

Quote data

Open: 0.230
High: 0.240
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+100.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.240 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -