UC-HVB WAR. CALL 21 BNR/  DE000HZ9UR86  /

gettex Zertifikate
2/10/2021  9:45:03 PM Chg.- Bid2/10/2021 Ask- Underlying Strike price Expiration date Option type
2.490EUR - 2.490
Bid Size: 2,500
-
Ask Size: -
BRENNTAG SE NA O.N. 40.00 - 3/17/2021 Call

Master data

WKN: HZ9UR8
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 3/17/2021
Issue date: 5/7/2020
Last trading day: 2/11/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 2.48
Intrinsic value: 2.48
Implied volatility: 1.68
Historic volatility: 0.37
Parity: 2.48
Time value: 0.01
Break-even: 64.90
Moneyness: 1.62
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.05
Omega: 2.36
Rho: 0.02
 

Quote data

Open: 2.480
High: 2.530
Low: 2.430
Previous Close: 2.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.45%
3 Months  
+4.18%
YTD  
+1.63%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.680 2.400
6M High / 6M Low: 2.830 1.260
High (YTD): 1/7/2021 2.830
Low (YTD): 1/27/2021 2.400
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.553
Avg. volume 1M:   0.000
Avg. price 6M:   2.017
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.67%
Volatility 6M:   67.61%
Volatility 1Y:   -
Volatility 3Y:   -