UCI-HVB WAR. CALL 21 SQU/  DE000HR861M3  /

gettex Zertifikate
10/25/2021  10:15:02 AM Chg.-0.0100 Bid10/25/2021 Ask10/25/2021 Underlying Strike price Expiration date Option type
0.2300EUR -4.17% 0.2300
Bid Size: 100,000
0.2400
Ask Size: 100,000
VINCI S.A. INH. EO... 92.50 EUR 12/15/2021 Call

Master data

WKN: HR861M
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 92.50 EUR
Maturity: 12/15/2021
Issue date: 6/23/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.30
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -0.17
Time value: 0.29
Break-even: 95.40
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.31
Theta: -0.01
Omega: 9.85
Rho: 0.04
 

Quote data

Open: 0.2300
High: 0.2300
Low: 0.2300
Previous Close: 0.2400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -11.54%
3 Months
  -46.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.2900 0.2400
1M High / 1M Low: 0.4300 0.2400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.2660
Avg. volume 1W:   0.0000
Avg. price 1M:   0.3100
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -