UC-HVB WAR. CALL 22 BNR/  DE000HR5H098  /

gettex Zertifikate
4/19/2021  9:45:01 PM Chg.-0.0500 Bid4/19/2021 Ask4/19/2021 Underlying Strike price Expiration date Option type
0.5700EUR -8.06% 0.5500
Bid Size: 6,000
0.6100
Ask Size: 6,000
BRENNTAG SE NA O.N. 78.00 - 3/16/2022 Call

Master data

WKN: HR5H09
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 78.00 -
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.27
Parity: -0.12
Time value: 0.68
Break-even: 84.80
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 8.82%
Delta: 0.30
Theta: 0.00
Omega: 3.39
Rho: 0.15
 

Quote data

Open: 0.6200
High: 0.6200
Low: 0.5700
Previous Close: 0.6200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+21.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.6200 0.4800
1M High / 1M Low: 0.6200 0.4200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.5300
Avg. volume 1W:   0.0000
Avg. price 1M:   0.4932
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -