UC-HVB WAR. CALL 22 BNR/  DE000HR5H049  /

gettex Zertifikate
5/7/2021  9:45:02 PM Chg.+0.0300 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.8400EUR +3.70% 0.8400
Bid Size: 4,000
0.8800
Ask Size: 4,000
BRENNTAG SE NA O.N. 72.50 - 3/16/2022 Call

Master data

WKN: HR5H04
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.50 -
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.91
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 0.68
Historic volatility: 0.25
Parity: 0.32
Time value: 0.53
Break-even: 81.00
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 4.71%
Delta: 0.36
Theta: 0.00
Omega: 3.18
Rho: 0.16
 

Quote data

Open: 0.8400
High: 0.8400
Low: 0.8200
Previous Close: 0.8100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+18.31%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.8100 0.7400
1M High / 1M Low: 0.8800 0.7000
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.7780
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7809
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -