UC-HVB WAR. CALL 21 BNR/  DE000HR09TY5  /

gettex Zertifikate
2/9/2021  1:15:02 PM Chg.- Bid1:24:42 PM Ask2/9/2021 Underlying Strike price Expiration date Option type
0.810EUR - 0.810
Bid Size: 25,000
-
Ask Size: 25,000
BRENNTAG SE NA O.N. 57.00 - 3/17/2021 Call

Master data

WKN: HR09TY
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 57.00 -
Maturity: 3/17/2021
Issue date: 7/20/2020
Last trading day: 2/9/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.54
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: 0.94
Historic volatility: 0.37
Parity: 0.79
Time value: 0.07
Break-even: 65.60
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 2.33%
Delta: 0.75
Theta: -0.07
Omega: 5.67
Rho: 0.02
 

Quote data

Open: 0.900
High: 0.900
Low: 0.800
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.18%
3 Months  
+26.56%
YTD
  -3.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.010 0.810
6M High / 6M Low: 1.170 0.230
High (YTD): 1/8/2021 1.170
Low (YTD): 2/9/2021 0.810
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.922
Avg. volume 1M:   0.000
Avg. price 6M:   0.631
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.84%
Volatility 6M:   164.03%
Volatility 1Y:   -
Volatility 3Y:   -