Symmetry breakings of matter induce various optical effects including gyrotropic effects, second harmonic generation and photovoltaic effects. In multiferroics, the long-range spin ordering leads to the breaking of space inversion symmetry with polar and/or chiral symmetries. The optical effects associated with these symmetry breakings are often enhanced on the collective spin excitations arising from such spin ordering. In fact, the electromagnon, which is the magnon endowed with the electric activity, is found to cause many optical effects in terahertz region. Here we show two optical effects in terahertz region. We find that the chirality and polarity of canted spin-spiral in multiferroics CuO induce the natural optical activity on the resonance of electromagnon. In addition, the terahertz optical rotation is controlled by the electric field through the rigidly coupled ferroelectricity and chirality in spin-spiral. We also demonstrate the terahertz bulk photovoltaic effect, which belongs to the second order nonlinear optical effect, on the resonance of electromagnon. The observed terahertz photovoltaic effect, which occurs without creation of electron-hole pair, is reasonably explained by the shift current mechanism.