UC-HVB WAR. PUT 21 BNR/ DE000HR1TZV2 /
| 3/5/2021 9:45:01 PM | Chg.+0.0020 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0450EUR | +4.65% | 0.0360 Bid Size: 12,000 |
0.0830 Ask Size: 12,000 |
BRENNTAG SE NA O.N. | 60.00 - | 3/17/2021 | Put |
Master data
| WKN: | HR1TZV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 60.00 - |
| Maturity: | 3/17/2021 |
| Issue date: | 9/22/2020 |
| Last trading day: | 3/16/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -73.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.36 |
| Parity: | -0.43 |
| Time value: | 0.09 |
| Break-even: | 59.13 |
| Moneyness: | 0.93 |
| Premium: | 0.08 |
| Premium p.a.: | 12.02 |
| Spread abs.: | 0.05 |
| Spread %: | 52.87% |
| Delta: | -0.25 |
| Theta: | -0.11 |
| Omega: | -18.82 |
| Rho: | -0.01 |
Quote data
| Open: | 0.0430 |
|---|---|
| High: | 0.0450 |
| Low: | 0.0430 |
| Previous Close: | 0.0430 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.82% | ||
|---|---|---|---|
| 1 Month | -59.09% | ||
| 3 Months | -83.93% | ||
| YTD | -71.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0520 | 0.0390 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0390 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/28/2021 | 0.1600 |
| Low (YTD): | 3/2/2021 | 0.0390 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0701 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 264.69% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |