UC-HVB WAR. CALL 21 BNR/  DE000HR2BCM6  /

gettex Zertifikate
2/9/2021  3:15:04 PM Chg.- Bid2/9/2021 Ask2/9/2021 Underlying Strike price Expiration date Option type
1.080EUR - 1.080
Bid Size: 25,000
-
Ask Size: 25,000
BRENNTAG SE NA O.N. 54.00 - 3/17/2021 Call

Master data

WKN: HR2BCM
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 3/17/2021
Issue date: 10/13/2020
Last trading day: 2/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.08
Implied volatility: 1.00
Historic volatility: 0.37
Parity: 1.08
Time value: 0.06
Break-even: 65.40
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.75%
Delta: 0.77
Theta: -0.05
Omega: 4.40
Rho: 0.02
 

Quote data

Open: 1.180
High: 1.180
Low: 1.070
Previous Close: 1.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.74%
3 Months     0.00%
YTD
  -1.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.310 1.080
6M High / 6M Low: - -
High (YTD): 1/8/2021 1.450
Low (YTD): 2/9/2021 1.080
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.203
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -