UC-HVB WAR. PUT 21 BNR/ DE000HR44HB5 /
| 4/14/2021 6:45:03 PM | Chg.-0.0100 | Bid4/14/2021 | Ask4/14/2021 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | -4.55% | 0.2000 Bid Size: 12,000 |
0.2400 Ask Size: 12,000 |
BRENNTAG SE NA O.N. | 60.00 - | 12/15/2021 | Put |
Master data
| WKN: | HR44HB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 60.00 - |
| Maturity: | 12/15/2021 |
| Issue date: | 12/15/2020 |
| Last trading day: | 12/14/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -28.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | - |
| Historic volatility: | 0.28 |
| Parity: | -1.37 |
| Time value: | 0.26 |
| Break-even: | 57.40 |
| Moneyness: | 0.81 |
| Premium: | 0.22 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.05 |
| Spread %: | 19.23% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2200 |
| Low: | 0.2000 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.70% | ||
|---|---|---|---|
| 1 Month | -43.24% | ||
| 3 Months | -54.35% | ||
| YTD | -61.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 0.3800 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/27/2021 | 0.5900 |
| Low (YTD): | 4/13/2021 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2830 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |