UCI-HVB WAR. CALL 21 SQU/  DE000HR0CHM7  /

gettex Zertifikate
10/25/2021  9:02:33 AM Chg.-0.0100 Bid10:12:00 AM Ask10:12:00 AM Underlying Strike price Expiration date Option type
1.1300EUR -0.88% 1.1300
Bid Size: 50,000
1.1400
Ask Size: 50,000
VINCI S.A. INH. EO... 80.00 EUR 12/15/2021 Call

Master data

WKN: HR0CHM
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 12/15/2021
Issue date: 7/24/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.83
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.08
Implied volatility: 0.71
Historic volatility: 0.30
Parity: 1.08
Time value: 0.08
Break-even: 91.60
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.72%
Delta: 0.62
Theta: -0.02
Omega: 4.87
Rho: 0.06
 

Quote data

Open: 1.1300
High: 1.1300
Low: 1.1300
Previous Close: 1.1400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.63%
1 Month  
+5.61%
3 Months
  -7.38%
YTD
  -0.88%
1 Year  
+85.25%
3 Years     -
5 Years     -
1W High / 1W Low: 1.2100 1.0800
1M High / 1M Low: 1.3600 1.0600
6M High / 6M Low: 1.8300 0.8500
High (YTD): 5/7/2021 1.8300
Low (YTD): 1/27/2021 0.8200
52W High: 5/7/2021 1.8300
52W Low: 10/29/2020 0.4500
Avg. price 1W:   1.1600
Avg. volume 1W:   0.0000
Avg. price 1M:   1.1690
Avg. volume 1M:   0.0000
Avg. price 6M:   1.3488
Avg. volume 6M:   0.0000
Avg. price 1Y:   1.2830
Avg. volume 1Y:   0.0000
Volatility 1M:   108.02%
Volatility 6M:   107.48%
Volatility 1Y:   149.80%
Volatility 3Y:   -