UC-HVB WAR. PUT 21 BNR/  DE000HR3YYB3  /

gettex Zertifikate
2/26/2021  9:45:02 PM Chg.0.000 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.033EUR 0.00% 0.028
Bid Size: 12,000
0.075
Ask Size: 12,000
BRENNTAG SE NA O.N. 57.50 - 3/17/2021 Put

Master data

WKN: HR3YYB
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 57.50 -
Maturity: 3/17/2021
Issue date: 12/8/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -85.68
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.37
Parity: -0.68
Time value: 0.08
Break-even: 56.75
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 8.41
Spread abs.: 0.05
Spread %: 62.67%
Delta: -0.19
Theta: -0.07
Omega: -16.63
Rho: -0.01
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -67.00%
3 Months     -
YTD
  -70.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.042 0.033
1M High / 1M Low: 0.100 0.033
6M High / 6M Low: - -
High (YTD): 1/27/2021 0.110
Low (YTD): 2/26/2021 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -