UC-HVB WAR. PUT 21 BNR/  DE000HR48BJ2  /

gettex Zertifikate
2/26/2021  9:45:08 PM Chg.-0.010 Bid9:53:31 PM Ask9:53:31 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 12,000
0.170
Ask Size: 12,000
BRENNTAG SE NA O.N. 62.50 EUR 3/17/2021 Put

Master data

WKN: HR48BJ
Issuer: UniCredit
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 62.50 EUR
Maturity: 3/17/2021
Issue date: 12/22/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.80
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.37
Parity: -0.18
Time value: 0.17
Break-even: 60.80
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 1.90
Spread abs.: 0.04
Spread %: 23.53%
Delta: -0.48
Theta: -0.10
Omega: -18.28
Rho: -0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.31%
1 Month
  -48.00%
3 Months     -
YTD
  -48.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.250 0.099
6M High / 6M Low: - -
High (YTD): 1/27/2021 0.250
Low (YTD): 2/19/2021 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -