UC-HVB WAR. CALL 21 BNR/  DE000HR3VS95  /

gettex Zertifikate
5/17/2021  9:45:06 PM Chg.+0.0400 Bid9:51:45 PM Ask9:51:45 PM Underlying Strike price Expiration date Option type
1.6300EUR +2.52% 1.6200
Bid Size: 2,500
1.7300
Ask Size: 2,500
BRENNTAG SE NA O.N. 60.00 EUR 12/15/2021 Call

Master data

WKN: HR3VS9
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/15/2021
Issue date: 12/4/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.56
Implied volatility: 0.87
Historic volatility: 0.25
Parity: 1.56
Time value: 0.15
Break-even: 77.10
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.11
Spread %: 6.43%
Delta: 0.58
Theta: -0.01
Omega: 2.54
Rho: 0.15
 

Quote data

Open: 1.5900
High: 1.6600
Low: 1.5900
Previous Close: 1.5900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.12%
1 Month
  -5.23%
3 Months  
+73.40%
YTD  
+83.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.7000 1.3800
1M High / 1M Low: 1.7000 1.3800
6M High / 6M Low: - -
High (YTD): 4/16/2021 1.7200
Low (YTD): 3/5/2021 0.8700
52W High: - -
52W Low: - -
Avg. price 1W:   1.5180
Avg. volume 1W:   0.0000
Avg. price 1M:   1.5755
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -