UC-HVB WAR. CALL 21 BNR/ DE000HR1TZU4 /
| 2/26/2021 9:45:03 PM | Chg.-0.030 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.670EUR | -4.29% | 0.660 Bid Size: 5,000 |
0.750 Ask Size: 5,000 |
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: | 8.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.63 |
| Implied volatility: | 0.88 |
| Historic volatility: | 0.37 |
| Parity: | 0.63 |
| Time value: | 0.12 |
| Break-even: | 65.50 |
| Moneyness: | 1.11 |
| Premium: | 0.02 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.09 |
| Spread %: | 12.00% |
| Delta: | 0.69 |
| Theta: | -0.07 |
| Omega: | 5.87 |
| Rho: | 0.02 |
Quote data
| Open: | 0.690 |
|---|---|
| High: | 0.690 |
| Low: | 0.670 |
| Previous Close: | 0.700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.28% | ||
|---|---|---|---|
| 1 Month | -10.67% | ||
| 3 Months | -9.46% | ||
| YTD | -11.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.810 | 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: | 0.724 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.799 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |