UCI-HVB WAR. CALL 21 CIS/  DE000HR83DZ1  /

gettex Zertifikate
9/24/2021  9:45:03 PM Chg.-0.0100 Bid9/24/2021 Ask9/24/2021 Underlying Strike price Expiration date Option type
0.2300EUR -4.17% 0.2300
Bid Size: 175,000
0.2400
Ask Size: 175,000
Cisco Systems 56.00 USD 12/15/2021 Call

Master data

WKN: HR83DZ
Issuer: UniCredit
Currency: EUR
Underlying: Cisco Systems
Type: Warrant
Option type: Call
Strike price: 56.00 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: 20.15
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.06
Implied volatility: 0.49
Historic volatility: 0.16
Parity: 0.06
Time value: 0.18
Break-even: 50.18
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.36
Theta: 0.00
Omega: 7.20
Rho: 0.03
 

Quote data

Open: 0.2300
High: 0.2300
Low: 0.2200
Previous Close: 0.2400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -42.50%
3 Months  
+43.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.2400 0.1900
1M High / 1M Low: 0.4100 0.1900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.2140
Avg. volume 1W:   0.0000
Avg. price 1M:   0.3214
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -