UC-HVB WAR. CALL 21 BNR/  DE000HR6ELU5  /

gettex Zertifikate
5/10/2021  9:45:03 PM Chg.- Bid9:57:59 PM Ask9:57:59 PM Underlying Strike price Expiration date Option type
1.2700EUR - 1.2500
Bid Size: 3,000
1.3000
Ask Size: 3,000
BRENNTAG SE NA O.N. 65.00 - 12/15/2021 Call

Master data

WKN: HR6ELU
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 12/15/2021
Issue date: 3/23/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.90
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.18
Implied volatility: 0.75
Historic volatility: 0.25
Parity: 1.18
Time value: 0.12
Break-even: 78.00
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 3.85%
Delta: 0.50
Theta: 0.00
Omega: 2.97
Rho: 0.15
 

Quote data

Open: 1.2600
High: 1.2800
Low: 1.2500
Previous Close: 1.2400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.45%
1 Month  
+19.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.2700 1.1000
1M High / 1M Low: 1.3000 1.0300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.1980
Avg. volume 1W:   0.0000
Avg. price 1M:   1.1771
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -