UC-HVB WAR. CALL 21 BNR/  DE000HR318K8  /

gettex Zertifikate
-  - Chg.- Bid- Ask- Underlying Strike price Expiration date Option type
-EUR - -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 56.00 - 3/17/2021 Call

Master data

WKN: HR318K
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 3/17/2021
Issue date: 11/5/2020
Last trading day: 1/27/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.24
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: 0.86
Historic volatility: 0.37
Parity: 0.84
Time value: 0.05
Break-even: 64.90
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.25%
Delta: 0.75
Theta: -0.05
Omega: 5.40
Rho: 0.02
 

Quote data

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

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.870 0.870
6M High / 6M Low: - -
High (YTD): 1/7/2021 1.270
Low (YTD): 1/27/2021 0.870
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.870
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -