UC-HVB WAR. CALL 21 HNK1/  DE000HR18990  /

gettex Zertifikate
10/26/2020  11:45:03 AM Chg.-0.020 Bid11:48:01 AM Ask11:48:01 AM Underlying Strike price Expiration date Option type
0.700EUR -2.78% 0.700
Bid Size: 100,000
0.710
Ask Size: 100,000
HEINEKEN EO... 77.50 - 3/17/2021 Call

Master data

WKN: HR1899
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 77.50 -
Maturity: 3/17/2021
Issue date: 9/4/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.82
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.37
Implied volatility: 0.62
Historic volatility: 0.28
Parity: 0.37
Time value: 0.38
Break-even: 85.00
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 4.00%
Delta: 0.41
Theta: 0.00
Omega: 4.43
Rho: 0.10
 

Quote data

Open: 0.650
High: 0.700
Low: 0.650
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.81%
1 Month  
+66.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.550
1M High / 1M Low: 0.740 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   0.586
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -