UCI-HVB WAR. CALL 21 PRG/  DE000HR838H1  /

gettex Zertifikate
10/22/2021  9:01:55 AM Chg.-0.0200 Bid9:08:03 AM Ask9:08:03 AM Underlying Strike price Expiration date Option type
0.3900EUR -4.88% 0.3800
Bid Size: 20,000
0.4000
Ask Size: 20,000
Procter & Gamble Co 137.50 USD 12/15/2021 Call

Master data

WKN: HR838H
Issuer: UniCredit
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 137.50 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: 30.73
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.16
Implied volatility: 0.39
Historic volatility: 0.13
Parity: 0.16
Time value: 0.23
Break-even: 122.18
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.35
Theta: 0.00
Omega: 10.71
Rho: 0.06
 

Quote data

Open: 0.3900
High: 0.3900
Low: 0.3900
Previous Close: 0.4100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -47.30%
3 Months
  -27.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.6500 0.4100
1M High / 1M Low: 0.7600 0.4100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.5000
Avg. volume 1W:   0.0000
Avg. price 1M:   0.5800
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -