UC-HVB WAR. CALL 22 BNR/  DE000HR5NU24  /

gettex Zertifikate
5/6/2021  9:45:04 PM Chg.+0.0100 Bid9:53:00 PM Ask9:53:00 PM Underlying Strike price Expiration date Option type
0.4600EUR +2.22% 0.4500
Bid Size: 9,000
0.4900
Ask Size: 9,000
BRENNTAG SE NA O.N. 81.00 - 3/16/2022 Call

Master data

WKN: HR5NU2
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 81.00 -
Maturity: 3/16/2022
Issue date: 2/18/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.42
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.26
Parity: -0.54
Time value: 0.49
Break-even: 85.90
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 10.20%
Delta: 0.25
Theta: 0.00
Omega: 3.81
Rho: 0.12
 

Quote data

Open: 0.4500
High: 0.4700
Low: 0.4500
Previous Close: 0.4500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.98%
1 Month  
+15.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.4600 0.4100
1M High / 1M Low: 0.5000 0.3900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.4340
Avg. volume 1W:   0.0000
Avg. price 1M:   0.4382
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -