UC-HVB WAR. CALL 21 UEI/  DE000HR57SG3  /

gettex Zertifikate
5/11/2021  9:45:03 AM Chg.-0.0100 Bid5/11/2021 Ask5/11/2021 Underlying Strike price Expiration date Option type
0.3500EUR -2.78% 0.3500
Bid Size: 50,000
0.3600
Ask Size: 50,000
TERNA 5.90 - 6/16/2021 Call

Master data

WKN: HR57SG
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Call
Strike price: 5.90 -
Maturity: 6/16/2021
Issue date: 1/29/2021
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.18
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.28
Implied volatility: 0.49
Historic volatility: 0.22
Parity: 0.28
Time value: 0.08
Break-even: 6.26
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.51
Theta: 0.00
Omega: 8.79
Rho: 0.00
 

Quote data

Open: 0.3500
High: 0.3500
Low: 0.3500
Previous Close: 0.3600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.38%
1 Month
  -10.26%
3 Months
  -16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.3800 0.3200
1M High / 1M Low: 0.4600 0.3200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.3480
Avg. volume 1W:   0.0000
Avg. price 1M:   0.3700
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -