UCI-HVB WAR. CALL 21 AIR/  DE000HR38LP9  /

gettex Zertifikate
9/16/2021  9:45:03 PM Chg.+0.1600 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
2.2000EUR +7.84% 2.2000
Bid Size: 6,000
2.2300
Ask Size: 6,000
AIRBUS 94.50 EUR 12/15/2021 Call

Master data

WKN: HR38LP
Issuer: UniCredit
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 94.50 EUR
Maturity: 12/15/2021
Issue date: 11/11/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 1.79
Implied volatility: 0.86
Historic volatility: 0.38
Parity: 1.79
Time value: 0.28
Break-even: 115.20
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.45%
Delta: 0.62
Theta: -0.03
Omega: 3.35
Rho: 0.12
 

Quote data

Open: 2.0500
High: 2.2500
Low: 2.0500
Previous Close: 2.0400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.92%
1 Month  
+4.27%
3 Months
  -5.17%
YTD  
+78.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.2000 2.0200
1M High / 1M Low: 2.4700 1.8700
6M High / 6M Low: 2.4700 1.0900
High (YTD): 9/1/2021 2.4700
Low (YTD): 2/1/2021 0.8100
52W High: - -
52W Low: - -
Avg. price 1W:   2.1280
Avg. volume 1W:   0.0000
Avg. price 1M:   2.1591
Avg. volume 1M:   0.0000
Avg. price 6M:   1.8078
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.11%
Volatility 6M:   131.77%
Volatility 1Y:   -
Volatility 3Y:   -