UC-HVB WAR. CALL 21 BNR/ DE000HW0DTN1 /
| 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: | - |