UniCredit Call 7.5 TRN 16.03.2022/  DE000HR6D3N1  /

EUWAX
7/29/2021  8:47:46 PM Chg.- Bid9:41:00 AM Ask9:41:00 AM Underlying Strike price Expiration date Option type
0.120EUR - 0.110
Bid Size: 100,000
0.120
Ask Size: 100,000
TERNA 7.50 EUR 3/16/2022 Call

Master data

WKN: HR6D3N
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 3/16/2022
Issue date: 3/19/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 44.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.19
Parity: -0.78
Time value: 0.15
Break-even: 7.65
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.14
Theta: 0.00
Omega: 6.27
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+79.10%
3 Months  
+73.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.130 0.065
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -