UCI-HVB WAR. CALL 21 SQU/  DE000HR84836  /

gettex Zertifikate
10/20/2021  3:45:03 PM Chg.-0.0100 Bid4:02:22 PM Ask4:02:22 PM Underlying Strike price Expiration date Option type
0.1800EUR -5.26% 0.1700
Bid Size: 125,000
0.1800
Ask Size: 125,000
VINCI S.A. INH. EO... 95.00 EUR 12/15/2021 Call

Master data

WKN: HR8483
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 12/15/2021
Issue date: 6/21/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.79
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -0.43
Time value: 0.24
Break-even: 97.40
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.59
Spread abs.: 0.05
Spread %: 20.83%
Delta: 0.26
Theta: -0.02
Omega: 9.91
Rho: 0.03
 

Quote data

Open: 0.2200
High: 0.2700
Low: 0.1800
Previous Close: 0.1900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+28.57%
3 Months
  -25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.1900 0.1600
1M High / 1M Low: 0.3100 0.1400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.1740
Avg. volume 1W:   0.0000
Avg. price 1M:   0.2091
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   359.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -