UC-HVB WAR. CALL 21 BNR/  DE000HR3YYA5  /

gettex Zertifikate
3/2/2021  5:15:08 PM Chg.+0.040 Bid5:44:57 PM Ask5:44:57 PM Underlying Strike price Expiration date Option type
0.670EUR +6.35% -
Bid Size: 5,000
-
Ask Size: 5,000
BRENNTAG SE NA O.N. 59.00 - 3/17/2021 Call

Master data

WKN: HR3YYA
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 59.00 -
Maturity: 3/17/2021
Issue date: 12/8/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.15
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.60
Implied volatility: 0.87
Historic volatility: 0.37
Parity: 0.60
Time value: 0.11
Break-even: 66.10
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.53
Spread abs.: 0.09
Spread %: 12.68%
Delta: 0.69
Theta: -0.08
Omega: 6.34
Rho: 0.02
 

Quote data

Open: 0.630
High: 0.690
Low: 0.630
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.35%
1 Month
  -18.29%
3 Months     -
YTD
  -1.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.590
1M High / 1M Low: 0.830 0.590
6M High / 6M Low: - -
High (YTD): 1/8/2021 1.000
Low (YTD): 2/26/2021 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -