UC-HVB WAR. CALL 21 HNK1/  DE000HR18990  /

gettex Zertifikate
10/28/2020  9:45:03 PM Chg.-0.150 Bid9:53:32 PM Ask9:53:32 PM Underlying Strike price Expiration date Option type
0.520EUR -22.39% 0.500
Bid Size: 10,000
0.530
Ask Size: 10,000
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: 11.43
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.25
Implied volatility: 0.62
Historic volatility: 0.28
Parity: 0.25
Time value: 0.45
Break-even: 84.50
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 8.57%
Delta: 0.40
Theta: -0.01
Omega: 4.52
Rho: 0.09
 

Quote data

Open: 0.640
High: 0.640
Low: 0.430
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.45%
1 Month     0.00%
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:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -