UC-HVB WAR. PUT 21 UEI/  DE000HR339R9  /

gettex Zertifikate
5/14/2021  5:45:08 PM Chg.-0.0170 Bid6:00:02 PM Ask6:00:02 PM Underlying Strike price Expiration date Option type
0.0510EUR -25.00% 0.0450
Bid Size: 15,000
0.0620
Ask Size: 15,000
TERNA 5.80 EUR 6/16/2021 Put

Master data

WKN: HR339R
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Put
Strike price: 5.80 EUR
Maturity: 6/16/2021
Issue date: 11/6/2020
Last trading day: 6/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -77.05
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -0.36
Time value: 0.08
Break-even: 5.72
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.16
Spread abs.: 0.02
Spread %: 27.50%
Delta: -0.40
Theta: -0.01
Omega: -30.46
Rho: 0.00
 

Quote data

Open: 0.0650
High: 0.0650
Low: 0.0510
Previous Close: 0.0680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.39%
1 Month
  -66.00%
3 Months
  -71.67%
YTD
  -75.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.0770 0.0610
1M High / 1M Low: 0.1500 0.0610
6M High / 6M Low: 0.3700 0.0610
High (YTD): 3/3/2021 0.3700
Low (YTD): 5/7/2021 0.0610
52W High: - -
52W Low: - -
Avg. price 1W:   0.0684
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0930
Avg. volume 1M:   0.0000
Avg. price 6M:   0.1993
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.43%
Volatility 6M:   187.93%
Volatility 1Y:   -
Volatility 3Y:   -