UniCredit Call 7 TRN 15.12.2021/  DE000HR5BV50  /

Frankfurt Zert./HVB
6/24/2021  7:45:59 PM Chg.+0.020 Bid6/24/2021 Ask6/24/2021 Underlying Strike price Expiration date Option type
0.100EUR +25.00% 0.100
Bid Size: 15,000
0.120
Ask Size: 15,000
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: 56.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -0.78
Time value: 0.11
Break-even: 7.11
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.13
Theta: 0.00
Omega: 7.48
Rho: 0.00
 

Quote data

Open: 0.083
High: 0.100
Low: 0.083
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -9.09%
3 Months
  -33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.080
1M High / 1M Low: 0.140 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -