UniCredit Call 6 TRN 16.03.2022/  DE000HR5BV76  /

Frankfurt Zert./HVB
7/29/2021  9:54:49 PM Chg.-0.020 Bid9:56:00 PM Ask9:56:00 PM Underlying Strike price Expiration date Option type
0.840EUR -2.33% 0.840
Bid Size: 4,500
0.860
Ask Size: 4,500
TERNA 6.00 EUR 3/16/2022 Call

Master data

WKN: HR5BV7
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 3/16/2022
Issue date: 2/5/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.58
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.68
Historic volatility: 0.19
Parity: 0.74
Time value: 0.15
Break-even: 6.89
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 3.37%
Delta: 0.44
Theta: 0.00
Omega: 3.31
Rho: 0.01
 

Quote data

Open: 0.840
High: 0.860
Low: 0.840
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.07%
1 Month  
+47.37%
3 Months  
+78.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.730
1M High / 1M Low: 0.870 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.682
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -