UCI-HVB WAR. CALL 21 CIS/  DE000HR83DY4  /

gettex Zertifikate
9/27/2021  9:45:04 PM Chg.-0.0300 Bid9:47:01 PM Ask9:47:01 PM Underlying Strike price Expiration date Option type
0.3100EUR -8.82% 0.3000
Bid Size: 150,000
0.3100
Ask Size: 150,000
Cisco Systems 54.00 USD 12/15/2021 Call

Master data

WKN: HR83DY
Issuer: UniCredit
Currency: EUR
Underlying: Cisco Systems
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 12/15/2021
Issue date: 6/18/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.83
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.23
Implied volatility: 0.55
Historic volatility: 0.16
Parity: 0.23
Time value: 0.12
Break-even: 49.57
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.44
Theta: 0.00
Omega: 6.09
Rho: 0.04
 

Quote data

Open: 0.3500
High: 0.3500
Low: 0.3100
Previous Close: 0.3400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month
  -41.51%
3 Months  
+34.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.3400 0.2900
1M High / 1M Low: 0.5400 0.2900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.3120
Avg. volume 1W:   0.0000
Avg. price 1M:   0.4377
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -