UniCredit Call 7.5 TRN 15.06.2022/  DE000HR5BVB2  /

Frankfurt Zert./HVB
7/30/2021  9:55:42 PM Chg.0.000 Bid7/30/2021 Ask7/30/2021 Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.190
Bid Size: 12,000
0.210
Ask Size: 12,000
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: 31.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.19
Parity: -0.80
Time value: 0.21
Break-even: 7.71
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.15
Theta: 0.00
Omega: 4.91
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.200
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+58.33%
3 Months  
+72.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.190
1M High / 1M Low: 0.200 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -