UniCredit Call 6 TRN 16.06.2021/  DE000HR1A8X7  /

EUWAX
5/14/2021  9:15:38 PM Chg.+0.040 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
0.320EUR +14.29% -
Bid Size: -
-
Ask Size: -
TERNA 6.00 EUR 6/16/2021 Call

Master data

WKN: HR1A8X
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 6/16/2021
Issue date: 8/14/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.81
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.23
Implied volatility: 0.52
Historic volatility: 0.21
Parity: 0.23
Time value: 0.12
Break-even: 6.35
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 8.57%
Delta: 0.50
Theta: 0.00
Omega: 8.97
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.320
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month  
+6.67%
3 Months
  -15.79%
YTD
  -37.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.210
1M High / 1M Low: 0.370 0.210
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:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.383
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.82%
Volatility 6M:   192.55%
Volatility 1Y:   -
Volatility 3Y:   -