UC-HVB WAR. PUT 21 AUD/  DE000HR2SPY7  /

gettex Zertifikate
4/16/2021  9:45:02 PM Chg.-0.0100 Bid4/16/2021 Ask- Underlying Strike price Expiration date Option type
0.1900EUR -5.00% 0.1900
Bid Size: 25,000
-
Ask Size: -
AUTODESK INC. 165.00 - 12/15/2021 Put

Master data

WKN: HR2SPY
Issuer: UniCredit
Currency: EUR
Underlying: AUTODESK INC.
Type: Warrant
Option type: Put
Strike price: 165.00 -
Maturity: 12/15/2021
Issue date: 10/30/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -129.43
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.30
Parity: -8.09
Time value: 0.19
Break-even: 163.10
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 0.55
Spread abs.: -0.01
Spread %: -5.26%
Delta: -0.25
Theta: -0.10
Omega: -32.34
Rho: -0.42
 

Quote data

Open: 0.1700
High: 0.2000
Low: 0.1700
Previous Close: 0.2000
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -57.78%
3 Months
  -60.42%
YTD
  -66.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.2300 0.2000
1M High / 1M Low: 0.5300 0.2000
6M High / 6M Low: - -
High (YTD): 1/27/2021 0.9000
Low (YTD): 4/15/2021 0.2000
52W High: - -
52W Low: - -
Avg. price 1W:   0.2220
Avg. volume 1W:   0.0000
Avg. price 1M:   0.3610
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -