UC-HVB WAR. CALL 21 BNR/  DE000HR1TZU4  /

gettex Zertifikate
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:   -