UC-HVB WAR. CALL 21 BNR/  DE000HR420P1  /

gettex Zertifikate
3/4/2021  2:45:11 PM Chg.0.0000 Bid2:53:00 PM Ask2:53:00 PM Underlying Strike price Expiration date Option type
0.4500EUR 0.00% 0.4600
Bid Size: 25,000
0.4700
Ask Size: 25,000
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: 13.55
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.40
Implied volatility: 0.66
Historic volatility: 0.36
Parity: 0.40
Time value: 0.08
Break-even: 65.80
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 10.42%
Delta: 0.66
Theta: -0.06
Omega: 8.97
Rho: 0.01
 

Quote data

Open: 0.4400
High: 0.4500
Low: 0.4000
Previous Close: 0.4500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.27%
1 Month
  -32.84%
3 Months     -
YTD
  -16.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.4800 0.4300
1M High / 1M Low: 0.6700 0.4300
6M High / 6M Low: - -
High (YTD): 1/8/2021 0.8400
Low (YTD): 2/26/2021 0.4300
52W High: - -
52W Low: - -
Avg. price 1W:   0.4520
Avg. volume 1W:   0.0000
Avg. price 1M:   0.5260
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -