UC-HVB WAR. CALL 21 BNR/  DE000HR4M1S5  /

gettex Zertifikate
5/17/2021  9:15:05 PM Chg.+0.0300 Bid5/17/2021 Ask5/17/2021 Underlying Strike price Expiration date Option type
1.1400EUR +2.70% 1.1300
Bid Size: 3,000
1.2400
Ask Size: 3,000
BRENNTAG SE NA O.N. 65.00 EUR 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 EUR
Maturity: 9/15/2021
Issue date: 1/11/2021
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.30
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 0.76
Historic volatility: 0.25
Parity: 1.06
Time value: 0.14
Break-even: 77.00
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.09
Spread %: 7.50%
Delta: 0.56
Theta: -0.01
Omega: 3.50
Rho: 0.10
 

Quote data

Open: 1.1100
High: 1.1700
Low: 1.1100
Previous Close: 1.1100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.79%
1 Month
  -7.32%
3 Months  
+96.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.2100 0.9200
1M High / 1M Low: 1.2100 0.9200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.0440
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0990
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -