UniCredit Call 6 TRN 16.06.2021/  DE000HR1A8X7  /

EUWAX
5/10/2021  8:59:09 PM Chg.- Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
0.270EUR - 0.260
Bid Size: 12,000
0.290
Ask Size: 12,000
TERNA 6.00 - 6/16/2021 Call

Master data

WKN: HR1A8X
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 6/16/2021
Issue date: 8/14/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.32
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.18
Implied volatility: 0.46
Historic volatility: 0.22
Parity: 0.18
Time value: 0.11
Break-even: 6.29
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.46
Theta: 0.00
Omega: 9.85
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.310
Low: 0.260
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.00%
1 Month
  -15.63%
3 Months
  -22.86%
YTD
  -47.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.370 0.250
6M High / 6M Low: 0.650 0.130
High (YTD): 3/29/2021 0.630
Low (YTD): 3/3/2021 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.47%
Volatility 6M:   184.97%
Volatility 1Y:   -
Volatility 3Y:   -