UC-HVB WAR. CALL 21 BNR/ DE000HR2BCM6 /
| 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: | - |