UC-HVB WAR. CALL 22 BNR/  DE000HR5H064  /

gettex Zertifikate
5/17/2021  9:45:07 PM Chg.+0.0100 Bid5/17/2021 Ask5/17/2021 Underlying Strike price Expiration date Option type
0.6800EUR +1.49% 0.6800
Bid Size: 4,500
0.7300
Ask Size: 4,500
BRENNTAG SE NA O.N. 75.00 EUR 3/16/2022 Call

Master data

WKN: HR5H06
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.65
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.06
Implied volatility: 0.66
Historic volatility: 0.25
Parity: 0.06
Time value: 0.65
Break-even: 82.10
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.32
Theta: 0.00
Omega: 3.42
Rho: 0.14
 

Quote data

Open: 0.6700
High: 0.7000
Low: 0.6600
Previous Close: 0.6700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month
  -9.33%
3 Months  
+70.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.6800 0.5500
1M High / 1M Low: 0.7300 0.5500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.6200
Avg. volume 1W:   0.0000
Avg. price 1M:   0.6700
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -