UC-HVB WAR. CALL 21 BNR/  DE000HR1SCB5  /

gettex Zertifikate
2/26/2021  5:15:10 PM Chg.0.000 Bid6:00:17 PM Ask6:00:17 PM Underlying Strike price Expiration date Option type
0.510EUR 0.00% 0.500
Bid Size: 9,000
0.540
Ask Size: 9,000
BRENNTAG SE NA O.N. 60.00 - 3/17/2021 Call

Master data

WKN: HR1SCB
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 3/17/2021
Issue date: 9/17/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.38
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 0.65
Historic volatility: 0.37
Parity: 0.44
Time value: 0.08
Break-even: 65.20
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 9.62%
Delta: 0.64
Theta: -0.04
Omega: 7.93
Rho: 0.02
 

Quote data

Open: 0.480
High: 0.520
Low: 0.480
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -34.62%
3 Months
  -12.07%
YTD
  -16.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.510
1M High / 1M Low: 0.780 0.510
6M High / 6M Low: - -
High (YTD): 1/7/2021 0.930
Low (YTD): 2/25/2021 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.643
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -