UC-HVB WAR. CALL 22 BNR/  DE000HR5H049  /

gettex Zertifikate
5/5/2021  9:45:04 PM Chg.+0.0600 Bid9:52:25 PM Ask9:52:25 PM Underlying Strike price Expiration date Option type
0.8000EUR +8.11% 0.7900
Bid Size: 4,000
0.8400
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: 9.53
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.18
Implied volatility: 0.68
Historic volatility: 0.26
Parity: 0.18
Time value: 0.60
Break-even: 80.30
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 5.13%
Delta: 0.34
Theta: 0.00
Omega: 3.24
Rho: 0.15
 

Quote data

Open: 0.7400
High: 0.8000
Low: 0.7400
Previous Close: 0.7400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.23%
1 Month  
+8.11%
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:   0.7740
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7767
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -