UniCredit Call 7 TRN 15.12.2021/  DE000HR5BV50  /

Frankfurt Zert./HVB
7/27/2021  4:16:27 PM Chg.+0.010 Bid7/27/2021 Ask7/27/2021 Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.180
Bid Size: 100,000
0.190
Ask Size: 100,000
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: 33.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.19
Parity: -0.33
Time value: 0.20
Break-even: 7.20
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.21
Theta: 0.00
Omega: 7.10
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.190
Low: 0.150
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+46.15%
1 Month  
+111.11%
3 Months  
+90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -