UniCredit Call 7.25 TRN 15.12.202.../  DE000HR5BV68  /

Frankfurt Zert./HVB
6/15/2021  11:31:05 AM Chg.+0.002 Bid11:43:00 AM Ask11:43:00 AM Underlying Strike price Expiration date Option type
0.082EUR +2.50% 0.079
Bid Size: 100,000
0.085
Ask Size: 100,000
TERNA 7.25 EUR 12/15/2021 Call

Master data

WKN: HR5BV6
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 7.25 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 65.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.20
Parity: -0.70
Time value: 0.10
Break-even: 7.35
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.12
Theta: 0.00
Omega: 7.93
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.094
Low: 0.081
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.33%
1 Month  
+13.89%
3 Months
  -31.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.068
1M High / 1M Low: 0.080 0.056
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -