UniCredit Call 7.5 TRN 15.06.2022/  DE000HR5BVB2  /

EUWAX
7/23/2021  8:36:02 PM Chg.+0.040 Bid10:00:12 PM Ask10:00:12 PM Underlying Strike price Expiration date Option type
0.200EUR +25.00% -
Bid Size: -
-
Ask Size: -
TERNA 7.50 EUR 6/15/2022 Call

Master data

WKN: HR5BVB
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 6/15/2022
Issue date: 2/5/2021
Last trading day: 6/14/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 30.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -0.80
Time value: 0.22
Break-even: 7.72
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.16
Theta: 0.00
Omega: 4.80
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.200
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+66.67%
3 Months  
+66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.200 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -