UC-HVB WAR. CALL 21 BNR/ DE000HZ9UR94 /
| 2/10/2021 9:45:09 PM | Chg.- | Bid9:56:00 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9900EUR | - | 1.9900 Bid Size: 2,500 |
- Ask Size: - |
BRENNTAG SE NA O.N. | 45.00 - | 3/17/2021 | Call |
Master data
| WKN: | HZ9UR9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 3/17/2021 |
| Issue date: | 5/7/2020 |
| Last trading day: | 2/11/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.99 |
|---|---|
| Intrinsic value: | 1.99 |
| Implied volatility: | 1.52 |
| Historic volatility: | 0.37 |
| Parity: | 1.99 |
| Time value: | 0.00 |
| Break-even: | 64.90 |
| Moneyness: | 1.44 |
| Premium: | 0.00 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.90 |
| Theta: | -0.06 |
| Omega: | 2.95 |
| Rho: | 0.01 |
Quote data
| Open: | 1.9900 |
|---|---|
| High: | 2.0300 |
| Low: | 1.9300 |
| Previous Close: | 2.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -6.57% | ||
| 3 Months | +19.16% | ||
| YTD | +1.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.140 | 1.990 |
| 6M High / 6M Low: | 2.330 | 0.860 |
| High (YTD): | 1/7/2021 | 2.330 |
| Low (YTD): | 1/27/2021 | 1.950 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.052 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.597 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 46.64% | |
| Volatility 6M: | 83.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |