UC-HVB WAR. CALL 22 BNR/  DE000HR5H031  /

gettex Zertifikate
5/6/2021  5:45:10 PM Chg.+0.0100 Bid5:52:29 PM Ask5:52:29 PM Underlying Strike price Expiration date Option type
1.2700EUR +0.79% 1.2700
Bid Size: 4,500
1.3000
Ask Size: 4,500
BRENNTAG SE NA O.N. 65.00 - 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 -
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.86
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 0.77
Historic volatility: 0.26
Parity: 1.06
Time value: 0.23
Break-even: 77.90
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 3.10%
Delta: 0.46
Theta: 0.00
Omega: 2.68
Rho: 0.19
 

Quote data

Open: 1.2600
High: 1.2900
Low: 1.2600
Previous Close: 1.2600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.10%
1 Month  
+9.48%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.2600 1.1700
1M High / 1M Low: 1.3600 1.1100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.2140
Avg. volume 1W:   0.0000
Avg. price 1M:   1.2191
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -