UCI-HVB WAR. CALL 21 OMV/  DE000HR4Y8R8  /

gettex Zertifikate
12/7/2021  1:45:01 PM Chg.+0.0700 Bid2:09:00 PM Ask- Underlying Strike price Expiration date Option type
1.0300EUR +7.29% 1.0000
Bid Size: 30,000
-
Ask Size: -
OMV AG 40.00 EUR 12/15/2021 Call

Master data

WKN: HR4Y8R
Issuer: UniCredit
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 12/15/2021
Issue date: 1/20/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.15
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.95
Implied volatility: 1.29
Historic volatility: 0.29
Parity: 0.95
Time value: 0.02
Break-even: 49.60
Moneyness: 1.24
Premium: 0.00
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.87
Theta: -0.07
Omega: 4.50
Rho: 0.01
 

Quote data

Open: 0.9800
High: 1.0300
Low: 0.9800
Previous Close: 0.9600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.10%
1 Month
  -24.82%
3 Months  
+19.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.9600 0.7300
1M High / 1M Low: 1.4600 0.7300
6M High / 6M Low: 1.5200 0.6200
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.8120
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0833
Avg. volume 1M:   0.0000
Avg. price 6M:   1.0312
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.48%
Volatility 6M:   121.35%
Volatility 1Y:   -
Volatility 3Y:   -