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
1.220EUR - 1.220
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: 5.27
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.18
Implied volatility: 1.07
Historic volatility: 0.37
Parity: 1.18
Time value: 0.04
Break-even: 64.70
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: -0.04
Spread %: -3.28%
Delta: 0.80
Theta: -0.06
Omega: 4.23
Rho: 0.02
 

Quote data

Open: 1.320
High: 1.320
Low: 1.210
Previous Close: 1.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+1.67%
YTD
  -1.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.410 1.220
6M High / 6M Low: 1.600 0.410
High (YTD): 1/7/2021 1.600
Low (YTD): 2/9/2021 1.220
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.319
Avg. volume 1M:   0.000
Avg. price 6M:   0.937
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.20%
Volatility 6M:   123.10%
Volatility 1Y:   -
Volatility 3Y:   -