UC-HVB WAR. CALL 22 BNR/  DE000HR5H0D5  /

gettex Zertifikate
4/23/2021  7:15:09 PM Chg.+0.0200 Bid4/23/2021 Ask4/23/2021 Underlying Strike price Expiration date Option type
0.8200EUR +2.50% 0.8100
Bid Size: 9,000
0.8600
Ask Size: 9,000
BRENNTAG SE NA O.N. 75.00 - 6/15/2022 Call

Master data

WKN: HR5H0D
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 6/15/2022
Issue date: 2/11/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.96
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.03
Implied volatility: 0.70
Historic volatility: 0.27
Parity: 0.03
Time value: 0.81
Break-even: 83.40
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 7.14%
Delta: 0.32
Theta: 0.00
Omega: 2.89
Rho: 0.18
 

Quote data

Open: 0.7800
High: 0.8200
Low: 0.7800
Previous Close: 0.8000
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.75%
1 Month  
+26.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.8700 0.7900
1M High / 1M Low: 0.8700 0.6500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.8220
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7400
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -