UC-HVB WAR. PUT 21 BNR/  DE000HR48BJ2  /

gettex Zertifikate
3/3/2021  12:15:07 PM Chg.-0.0110 Bid12:31:18 PM Ask12:31:18 PM Underlying Strike price Expiration date Option type
0.0790EUR -12.22% 0.0710
Bid Size: 60,000
0.0830
Ask Size: 60,000
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: -49.91
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.37
Parity: -0.24
Time value: 0.13
Break-even: 61.20
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 3.21
Spread abs.: 0.04
Spread %: 30.77%
Delta: -0.39
Theta: -0.10
Omega: -19.67
Rho: -0.01
 

Quote data

Open: 0.0900
High: 0.0900
Low: 0.0790
Previous Close: 0.0900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.17%
1 Month
  -50.63%
3 Months     -
YTD
  -68.40%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.190 0.090
6M High / 6M Low: - -
High (YTD): 1/27/2021 0.250
Low (YTD): 3/2/2021 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -