UC-HVB WAR. CALL 21 BNR/  DE000HR4M1T3  /

gettex Zertifikate
5/17/2021  8:45:04 PM Chg.+0.0100 Bid8:58:27 PM Ask8:58:27 PM Underlying Strike price Expiration date Option type
0.4200EUR +2.44% 0.4200
Bid Size: 9,000
0.4700
Ask Size: 9,000
BRENNTAG SE NA O.N. 75.00 EUR 9/15/2021 Call

Master data

WKN: HR4M1T
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 9/15/2021
Issue date: 1/11/2021
Last trading day: 9/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.44
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.06
Implied volatility: 0.55
Historic volatility: 0.25
Parity: 0.06
Time value: 0.40
Break-even: 79.60
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.34
Theta: 0.00
Omega: 5.62
Rho: 0.07
 

Quote data

Open: 0.4100
High: 0.4400
Low: 0.4100
Previous Close: 0.4100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -19.23%
3 Months  
+82.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.4900 0.3100
1M High / 1M Low: 0.4900 0.3100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.3840
Avg. volume 1W:   0.0000
Avg. price 1M:   0.4280
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -