UC-HVB WAR. CALL 22 BNR/  DE000HR5H056  /

gettex Zertifikate
5/11/2021  9:45:13 AM Chg.-0.1600 Bid9:53:43 AM Ask9:53:43 AM Underlying Strike price Expiration date Option type
0.6200EUR -20.51% 0.6100
Bid Size: 50,000
0.6200
Ask Size: 50,000
BRENNTAG SE NA O.N. 74.00 - 3/16/2022 Call

Master data

WKN: HR5H05
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 74.00 -
Maturity: 3/16/2022
Issue date: 2/11/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.36
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.28
Implied volatility: 0.67
Historic volatility: 0.25
Parity: 0.28
Time value: 0.54
Break-even: 82.20
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 6.10%
Delta: 0.35
Theta: 0.00
Omega: 3.26
Rho: 0.16
 

Quote data

Open: 0.6200
High: 0.6200
Low: 0.6200
Previous Close: 0.7800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.46%
1 Month
  -4.62%
3 Months  
+37.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.7800 0.6700
1M High / 1M Low: 0.8000 0.6300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.7340
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7224
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -