UC-HVB WAR. CALL 22 BNR/  DE000HR5H064  /

gettex Zertifikate
5/14/2021  5:45:06 PM Chg.+0.0400 Bid5:49:00 PM Ask5:49:00 PM Underlying Strike price Expiration date Option type
0.6600EUR +6.45% 0.6600
Bid Size: 6,000
0.7000
Ask Size: 6,000
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: 11.28
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.25
Parity: -0.05
Time value: 0.66
Break-even: 81.60
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 6.06%
Delta: 0.31
Theta: 0.00
Omega: 3.49
Rho: 0.14
 

Quote data

Open: 0.6400
High: 0.6800
Low: 0.6400
Previous Close: 0.6200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.04%
1 Month  
+6.45%
3 Months  
+57.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.7300 0.5500
1M High / 1M Low: 0.7500 0.5500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.6380
Avg. volume 1W:   0.0000
Avg. price 1M:   0.6709
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -