UC-HVB WAR. CALL 22 BNR/  DE000HR5H072  /

gettex Zertifikate
5/11/2021  9:04:38 AM Chg.-0.1500 Bid9:16:33 AM Ask9:16:33 AM Underlying Strike price Expiration date Option type
0.5400EUR -21.74% 0.5800
Bid Size: 50,000
0.5900
Ask Size: 50,000
BRENNTAG SE NA O.N. 76.00 - 3/16/2022 Call

Master data

WKN: HR5H07
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.66
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.08
Implied volatility: 0.65
Historic volatility: 0.25
Parity: 0.08
Time value: 0.64
Break-even: 83.20
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 5.56%
Delta: 0.32
Theta: 0.00
Omega: 3.42
Rho: 0.15
 

Quote data

Open: 0.5400
High: 0.5400
Low: 0.5400
Previous Close: 0.6900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -5.26%
3 Months  
+38.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.6900 0.5800
1M High / 1M Low: 0.7100 0.5500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.6420
Avg. volume 1W:   0.0000
Avg. price 1M:   0.6338
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -