UC-HVB WAR. CALL 20 HNK1/  DE000HR1P744  /

gettex Zertifikate
10/22/2020  2:45:09 PM Chg.+0.040 Bid2:46:25 PM Ask2:46:25 PM Underlying Strike price Expiration date Option type
0.760EUR +5.56% 0.750
Bid Size: 90,000
0.760
Ask Size: 90,000
HEINEKEN EO... 72.50 - 12/16/2020 Call

Master data

WKN: HR1P74
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 72.50 -
Maturity: 12/16/2020
Issue date: 9/11/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.71
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 0.62
Historic volatility: 0.28
Parity: 0.57
Time value: 0.16
Break-even: 79.80
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 4.11%
Delta: 0.54
Theta: -0.02
Omega: 5.75
Rho: 0.05
 

Quote data

Open: 0.730
High: 0.800
Low: 0.700
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month  
+22.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.720
1M High / 1M Low: 0.990 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.729
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -