UC-HVB WAR. CALL 21 BNR/  DE000HR1ETP9  /

gettex Zertifikate
2/9/2021  1:15:08 PM Chg.- Bid1:24:42 PM Ask- Underlying Strike price Expiration date Option type
1.2200EUR - 1.2200
Bid Size: 25,000
-
Ask Size: -
BRENNTAG SE NA O.N. 52.50 - 3/17/2021 Call

Master data

WKN: HR1ETP
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 52.50 -
Maturity: 3/17/2021
Issue date: 8/20/2020
Last trading day: 2/9/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.13
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.21
Implied volatility: 1.24
Historic volatility: 0.36
Parity: 1.21
Time value: 0.05
Break-even: 65.10
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -0.09
Omega: 4.26
Rho: 0.01
 

Quote data

Open: 1.3200
High: 1.3200
Low: 1.2100
Previous Close: 1.3100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.27%
3 Months  
+18.45%
YTD
  -1.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.3300 1.2200
6M High / 6M Low: 1.6000 0.4800
High (YTD): 1/7/2021 1.6000
Low (YTD): 2/9/2021 1.2200
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.2867
Avg. volume 1M:   0.0000
Avg. price 6M:   0.9684
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.00%
Volatility 6M:   119.68%
Volatility 1Y:   -
Volatility 3Y:   -