UCI-HVB WAR. CALL 21 AIR/  DE000HR38LP9  /

gettex Zertifikate
12/6/2021  9:45:00 AM Chg.+0.0600 Bid10:01:48 AM Ask10:01:48 AM Underlying Strike price Expiration date Option type
0.6800EUR +9.68% 0.6600
Bid Size: 80,000
0.6700
Ask Size: 80,000
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: 14.49
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.41
Implied volatility: 0.88
Historic volatility: 0.32
Parity: 0.41
Time value: 0.28
Break-even: 101.30
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 2.05
Spread abs.: 0.05
Spread %: 7.35%
Delta: 0.61
Theta: -0.21
Omega: 8.80
Rho: 0.01
 

Quote data

Open: 0.6800
High: 0.6800
Low: 0.6800
Previous Close: 0.6200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -65.31%
3 Months
  -70.94%
YTD
  -44.72%
1 Year
  -56.13%
3 Years     -
5 Years     -
1W High / 1W Low: 0.8500 0.6200
1M High / 1M Low: 2.2000 0.6200
6M High / 6M Low: 2.4700 0.6200
High (YTD): 9/1/2021 2.4700
Low (YTD): 12/3/2021 0.6200
52W High: 9/1/2021 2.4700
52W Low: 12/3/2021 0.6200
Avg. price 1W:   0.7600
Avg. volume 1W:   0.0000
Avg. price 1M:   1.5625
Avg. volume 1M:   0.0000
Avg. price 6M:   1.9849
Avg. volume 6M:   0.0000
Avg. price 1Y:   1.6675
Avg. volume 1Y:   0.0000
Volatility 1M:   241.71%
Volatility 6M:   145.12%
Volatility 1Y:   143.23%
Volatility 3Y:   -