UniCredit Call 7 TRN 16.03.2022/  DE000HR5BV84  /

Frankfurt Zert./HVB
7/26/2021  9:55:41 PM Chg.0.000 Bid9:56:55 PM Ask9:56:55 PM Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
Bid Size: -
-
Ask Size: -
TERNA 7.00 EUR 3/16/2022 Call

Master data

WKN: HR5BV8
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 7.00 EUR
Maturity: 3/16/2022
Issue date: 2/5/2021
Last trading day: 3/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -0.30
Time value: 0.29
Break-even: 7.29
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.22
Theta: 0.00
Omega: 5.09
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.270
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month  
+73.33%
3 Months  
+73.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.260 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -