UCI-HVB WAR. CALL 21 ZAL/  DE000HR0VTQ3  /

gettex Zertifikate
12/6/2021  9:40:00 PM Chg.-0.0700 Bid12/6/2021 Ask12/6/2021 Underlying Strike price Expiration date Option type
0.2000EUR -25.93% 0.2000
Bid Size: 12,000
0.2600
Ask Size: 12,000
ZALANDO SE 74.00 - 12/15/2021 Call

Master data

WKN: HR0VTQ
Issuer: UniCredit
Currency: EUR
Underlying: ZALANDO SE
Type: Warrant
Option type: Call
Strike price: 74.00 -
Maturity: 12/15/2021
Issue date: 8/11/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.19
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.08
Implied volatility: 0.85
Historic volatility: 0.34
Parity: 0.08
Time value: 0.31
Break-even: 77.90
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 4.08
Spread abs.: 0.12
Spread %: 30.77%
Delta: 0.52
Theta: -0.17
Omega: 9.95
Rho: 0.01
 

Quote data

Open: 0.2700
High: 0.2700
Low: 0.1700
Previous Close: 0.2700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.31%
1 Month
  -53.49%
3 Months
  -91.15%
YTD
  -91.80%
1 Year
  -87.73%
3 Years     -
5 Years     -
1W High / 1W Low: 0.8100 0.2700
1M High / 1M Low: 1.2400 0.2700
6M High / 6M Low: 3.2000 0.2700
High (YTD): 2/16/2021 3.3600
Low (YTD): 12/3/2021 0.2700
52W High: 2/16/2021 3.3600
52W Low: 12/3/2021 0.2700
Avg. price 1W:   0.5460
Avg. volume 1W:   0.0000
Avg. price 1M:   0.6430
Avg. volume 1M:   0.0000
Avg. price 6M:   1.7375
Avg. volume 6M:   0.0000
Avg. price 1Y:   1.9585
Avg. volume 1Y:   0.0000
Volatility 1M:   416.65%
Volatility 6M:   218.43%
Volatility 1Y:   171.11%
Volatility 3Y:   -