UniCredit Call 7 TRN 15.12.2021/  DE000HR5BV50  /

EUWAX
6/18/2021  8:20:57 PM Chg.-0.020 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% -
Bid Size: -
-
Ask Size: -
TERNA 7.00 EUR 12/15/2021 Call

Master data

WKN: HR5BV5
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 7.00 EUR
Maturity: 12/15/2021
Issue date: 2/5/2021
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 46.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -0.48
Time value: 0.14
Break-even: 7.14
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.16
Theta: 0.00
Omega: 7.30
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+33.33%
3 Months
  -7.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.140 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -