UC-HVB WAR. CALL 21 BNR/  DE000HR4M1S5  /

gettex Zertifikate
5/5/2021  9:45:04 PM Chg.+0.0800 Bid9:53:00 PM Ask9:53:00 PM Underlying Strike price Expiration date Option type
1.1100EUR +7.77% 1.1100
Bid Size: 3,000
1.1900
Ask Size: 3,000
BRENNTAG SE NA O.N. 65.00 - 9/15/2021 Call

Master data

WKN: HR4M1S
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 9/15/2021
Issue date: 1/11/2021
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.95
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.72
Historic volatility: 0.26
Parity: 0.93
Time value: 0.14
Break-even: 75.70
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 3.74%
Delta: 0.52
Theta: -0.01
Omega: 3.63
Rho: 0.10
 

Quote data

Open: 1.0300
High: 1.1100
Low: 1.0300
Previous Close: 1.0300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+9.90%
3 Months  
+85.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.1400 1.0300
1M High / 1M Low: 1.2300 0.9400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.0780
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0743
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -