UCI-HVB WAR. CALL 21 PRG/  DE000HR5HW38  /

gettex Zertifikate
10/22/2021  10:15:04 AM Chg.-0.0100 Bid10:42:00 AM Ask10:42:00 AM Underlying Strike price Expiration date Option type
0.9000EUR -1.10% 0.9000
Bid Size: 20,000
0.9200
Ask Size: 20,000
Procter & Gamble Co 130.00 USD 12/15/2021 Call

Master data

WKN: HR5HW3
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/15/2021
Issue date: 2/12/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.32
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 0.53
Historic volatility: 0.13
Parity: 0.80
Time value: 0.10
Break-even: 120.83
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.51
Theta: -0.01
Omega: 6.84
Rho: 0.08
 

Quote data

Open: 0.9000
High: 0.9000
Low: 0.9000
Previous Close: 0.9100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.23%
1 Month
  -28.57%
3 Months
  -4.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.2200 0.9100
1M High / 1M Low: 1.3000 0.9100
6M High / 6M Low: 1.4300 0.6700
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.0260
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0909
Avg. volume 1M:   0.0000
Avg. price 6M:   1.0303
Avg. volume 6M:   2.8615
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.95%
Volatility 6M:   107.71%
Volatility 1Y:   -
Volatility 3Y:   -