UC-HVB WAR. CALL 21 BNR/  DE000HW0DTN1  /

gettex Zertifikate
2/9/2021  12:15:00 PM Chg.- Bid12:37:58 PM Ask- Underlying Strike price Expiration date Option type
1.450EUR - 1.480
Bid Size: 25,000
-
Ask Size: -
BRENNTAG SE NA O.N. 50.00 - 3/17/2021 Call

Master data

WKN: HW0DTN
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 3/17/2021
Issue date: 5/14/2020
Last trading day: 2/9/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.28
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.43
Implied volatility: 1.31
Historic volatility: 0.37
Parity: 1.43
Time value: 0.07
Break-even: 65.00
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -0.08
Omega: 3.51
Rho: 0.02
 

Quote data

Open: 1.560
High: 1.560
Low: 1.450
Previous Close: 1.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.23%
3 Months  
+1.40%
YTD
  -1.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.650 1.450
6M High / 6M Low: 1.840 0.530
High (YTD): 1/7/2021 1.840
Low (YTD): 2/9/2021 1.450
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.563
Avg. volume 1M:   0.000
Avg. price 6M:   1.136
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.96%
Volatility 6M:   111.55%
Volatility 1Y:   -
Volatility 3Y:   -