UCI-HVB WAR. CALL 21 PRG/  DE000HR5HW38  /

gettex Zertifikate
10/27/2021  9:45:00 PM Chg.- Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
1.1000EUR - 1.0800
Bid Size: 50,000
1.0900
Ask Size: 50,000
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: 10.62
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.11
Implied volatility: 0.58
Historic volatility: 0.13
Parity: 1.11
Time value: 0.05
Break-even: 123.70
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.86%
Delta: 0.58
Theta: -0.01
Omega: 6.18
Rho: 0.08
 

Quote data

Open: 1.1600
High: 1.1900
Low: 1.1000
Previous Close: 1.1600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -0.90%
3 Months
  -3.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.1600 0.9100
1M High / 1M Low: 1.2400 0.9100
6M High / 6M Low: 1.4300 0.6700
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.0100
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0600
Avg. volume 1M:   0.0000
Avg. price 6M:   1.0353
Avg. volume 6M:   2.8615
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.50%
Volatility 6M:   108.02%
Volatility 1Y:   -
Volatility 3Y:   -