UCI-HVB WAR. CALL 22 ESL/  DE000HR77BN3  /

gettex Zertifikate
12/3/2021  9:45:03 PM Chg.-0.130 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
5.330EUR -2.38% 5.360
Bid Size: 2,000
5.400
Ask Size: 2,000
ESSILORLUXO. INH. EO... 125.00 EUR 3/16/2022 Call

Master data

WKN: HR77BN
Issuer: UniCredit
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 3/16/2022
Issue date: 5/5/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 5.20
Implied volatility: 1.10
Historic volatility: 0.20
Parity: 5.20
Time value: 0.20
Break-even: 179.00
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 0.74%
Delta: 0.73
Theta: -0.05
Omega: 2.40
Rho: 0.21
 

Quote data

Open: 5.520
High: 5.520
Low: 5.180
Previous Close: 5.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.66%
1 Month
  -18.25%
3 Months  
+22.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.740 5.330
1M High / 1M Low: 6.890 5.330
6M High / 6M Low: 6.890 2.370
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.514
Avg. volume 1W:   0.000
Avg. price 1M:   6.081
Avg. volume 1M:   0.000
Avg. price 6M:   4.290
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.89%
Volatility 6M:   77.44%
Volatility 1Y:   -
Volatility 3Y:   -