UC-HVB WAR. PUT 21 BNR/ DE000HR1TZV2 /
| 3/4/2021 2:45:04 PM | Chg.0.0000 | Bid2:54:52 PM | Ask2:54:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0410EUR | 0.00% | 0.0280 Bid Size: 60,000 |
0.0400 Ask Size: 60,000 |
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: | -78.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.36 |
| Parity: | -0.50 |
| Time value: | 0.08 |
| Break-even: | 59.17 |
| Moneyness: | 0.92 |
| Premium: | 0.09 |
| Premium p.a.: | 10.31 |
| Spread abs.: | 0.05 |
| Spread %: | 55.42% |
| Delta: | -0.23 |
| Theta: | -0.09 |
| Omega: | -18.29 |
| Rho: | -0.01 |
Quote data
| Open: | 0.0410 |
|---|---|
| High: | 0.0420 |
| Low: | 0.0410 |
| Previous Close: | 0.0410 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.43% | ||
|---|---|---|---|
| 1 Month | -56.38% | ||
| 3 Months | -85.86% | ||
| YTD | -74.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0700 | 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: | 0.0536 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0759 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 272.18% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |