UCI-HVB WAR. CALL 21 AIR/  DE000HR38LP9  /

gettex Zertifikate
10/15/2021  9:45:00 PM Chg.+0.1300 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
2.1400EUR +6.47% 2.1400
Bid Size: 6,000
2.1800
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: 5.27
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.04
Implied volatility: 0.88
Historic volatility: 0.37
Parity: 2.04
Time value: 0.14
Break-even: 116.30
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.83%
Delta: 0.68
Theta: -0.04
Omega: 3.58
Rho: 0.09
 

Quote data

Open: 2.0100
High: 2.1600
Low: 2.0000
Previous Close: 2.0100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.47%
1 Month  
+5.94%
3 Months  
+9.74%
YTD  
+73.98%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.1400 1.9400
1M High / 1M Low: 2.4300 1.8900
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:   2.0200
Avg. volume 1W:   0.0000
Avg. price 1M:   2.1338
Avg. volume 1M:   0.0000
Avg. price 6M:   1.9200
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.04%
Volatility 6M:   133.99%
Volatility 1Y:   -
Volatility 3Y:   -