UC-HVB WAR. PUT 21 BNR/  DE000HR3YYB3  /

gettex Zertifikate
3/2/2021  12:15:03 PM Chg.-0.007 Bid3/2/2021 Ask3/2/2021 Underlying Strike price Expiration date Option type
0.023EUR -23.33% 0.012
Bid Size: 60,000
0.025
Ask Size: 60,000
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: -104.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.37
Parity: -0.75
Time value: 0.06
Break-even: 56.88
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 16.34
Spread abs.: 0.05
Spread %: 75.81%
Delta: -0.16
Theta: -0.07
Omega: -16.94
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.030
Low: 0.023
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.24%
1 Month
  -67.14%
3 Months     -
YTD
  -79.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.042 0.030
1M High / 1M Low: 0.071 0.030
6M High / 6M Low: - -
High (YTD): 1/27/2021 0.110
Low (YTD): 3/1/2021 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -