UC-HVB WAR. CALL 21 BNR/  DE000HR1TZU4  /

gettex Zertifikate
3/2/2021  9:45:01 PM Chg.+0.040 Bid9:49:00 PM Ask9:49:00 PM Underlying Strike price Expiration date Option type
0.760EUR +5.56% 0.700
Bid Size: 4,500
0.820
Ask Size: 4,500
BRENNTAG SE NA O.N. 58.00 - 3/17/2021 Call

Master data

WKN: HR1TZU
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 3/17/2021
Issue date: 9/22/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.92
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.70
Implied volatility: 0.97
Historic volatility: 0.37
Parity: 0.70
Time value: 0.12
Break-even: 66.20
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.58
Spread abs.: 0.11
Spread %: 13.41%
Delta: 0.71
Theta: -0.09
Omega: 5.64
Rho: 0.02
 

Quote data

Open: 0.720
High: 0.790
Low: 0.720
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.04%
1 Month
  -15.56%
3 Months  
+15.15%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.670
1M High / 1M Low: 0.920 0.670
6M High / 6M Low: - -
High (YTD): 1/8/2021 1.090
Low (YTD): 2/26/2021 0.670
52W High: - -
52W Low: - -
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -