UC-HVB WAR. CALL 22 BNR/  DE000HR5H0A1  /

gettex Zertifikate
4/13/2021  11:45:00 AM Chg.+0.0100 Bid12:02:00 PM Ask12:02:00 PM Underlying Strike price Expiration date Option type
0.4600EUR +2.22% 0.4500
Bid Size: 60,000
0.4600
Ask Size: 60,000
BRENNTAG SE NA O.N. 79.00 - 3/16/2022 Call

Master data

WKN: HR5H0A
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 79.00 -
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.21
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.28
Parity: -0.60
Time value: 0.48
Break-even: 83.80
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 10.42%
Delta: 0.24
Theta: 0.00
Omega: 3.70
Rho: 0.12
 

Quote data

Open: 0.4500
High: 0.4600
Low: 0.4500
Previous Close: 0.4500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+12.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.4800 0.4500
1M High / 1M Low: 0.4900 0.3900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.4600
Avg. volume 1W:   0.0000
Avg. price 1M:   0.4411
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -