UC-HVB WAR. CALL 21 BNR/  DE000HR420P1  /

gettex Zertifikate
2/24/2021  9:45:00 PM Chg.+0.010 Bid2/24/2021 Ask2/24/2021 Underlying Strike price Expiration date Option type
0.480EUR +2.13% 0.470
Bid Size: 9,000
0.520
Ask Size: 9,000
BRENNTAG SE NA O.N. 61.00 - 3/17/2021 Call

Master data

WKN: HR420P
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 61.00 -
Maturity: 3/17/2021
Issue date: 12/10/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.71
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.67
Historic volatility: 0.37
Parity: 0.38
Time value: 0.13
Break-even: 66.10
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.40
Spread abs.: 0.05
Spread %: 9.80%
Delta: 0.60
Theta: -0.04
Omega: 7.68
Rho: 0.02
 

Quote data

Open: 0.470
High: 0.510
Low: 0.460
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.43%
1 Month
  -36.00%
3 Months     -
YTD
  -11.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.470
1M High / 1M Low: 0.700 0.470
6M High / 6M Low: - -
High (YTD): 1/8/2021 0.840
Low (YTD): 2/23/2021 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.579
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -