UniCredit Call 7.6 TRN 16.03.2022/  DE000HR6D3P6  /

Frankfurt Zert./HVB
7/29/2021  9:55:44 PM Chg.-0.010 Bid7/29/2021 Ask7/29/2021 Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.100
Bid Size: 12,000
0.130
Ask Size: 12,000
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: 48.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.19
Parity: -0.86
Time value: 0.14
Break-even: 7.74
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.13
Theta: 0.00
Omega: 6.36
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.120
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+63.93%
3 Months  
+63.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.120 0.054
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -