UniCredit Call 7.6 TRN 16.03.2022/  DE000HR6D3P6  /

EUWAX
7/27/2021  2:40:50 PM Chg.-0.010 Bid2:45:00 PM Ask2:45:00 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.090
Bid Size: 100,000
0.100
Ask Size: 100,000
TERNA 7.60 EUR 3/16/2022 Call

Master data

WKN: HR6D3P
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 7.60 EUR
Maturity: 3/16/2022
Issue date: 3/19/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 51.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.19
Parity: -0.93
Time value: 0.13
Break-even: 7.73
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.12
Theta: 0.00
Omega: 6.41
Rho: 0.00
 

Quote data

Open: 0.091
High: 0.091
Low: 0.090
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.42%
1 Month  
+52.54%
3 Months  
+40.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.076
1M High / 1M Low: 0.110 0.054
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -