UC-HVB WAR. CALL 22 BNR/  DE000HR5H031  /

gettex Zertifikate
5/17/2021  9:45:09 PM Chg.+0.0300 Bid5/17/2021 Ask5/17/2021 Underlying Strike price Expiration date Option type
1.2800EUR +2.40% 1.2800
Bid Size: 3,000
1.3200
Ask Size: 3,000
BRENNTAG SE NA O.N. 65.00 EUR 3/16/2022 Call

Master data

WKN: HR5H03
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.82
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 0.77
Historic volatility: 0.25
Parity: 1.06
Time value: 0.24
Break-even: 78.00
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 3.08%
Delta: 0.46
Theta: 0.00
Omega: 2.69
Rho: 0.18
 

Quote data

Open: 1.2500
High: 1.3100
Low: 1.2500
Previous Close: 1.2500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.48%
1 Month
  -5.88%
3 Months  
+64.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.3400 1.0800
1M High / 1M Low: 1.3400 1.0800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.1920
Avg. volume 1W:   0.0000
Avg. price 1M:   1.2390
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -