UCI-HVB WAR. CALL 22 GS7/  DE000HR8NFY6  /

gettex Zertifikate
5/27/2022  9:45:02 PM Chg.-0.2600 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
1.8300EUR -12.44% 1.7800
Bid Size: 2,000
1.9000
Ask Size: 2,000
Glaxosmithkline PLC ... 16.50 GBP 12/14/2022 Call

Master data

WKN: HR8NFY
Issuer: UniCredit
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 16.50 GBP
Maturity: 12/14/2022
Issue date: 7/19/2021
Last trading day: 12/13/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.82
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 1.13
Implied volatility: 0.60
Historic volatility: 0.26
Parity: 1.13
Time value: 0.77
Break-even: 21.32
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.12
Spread %: 6.32%
Delta: 0.38
Theta: 0.00
Omega: 4.06
Rho: 0.03
 

Quote data

Open: 2.0200
High: 2.0200
Low: 1.8300
Previous Close: 2.0900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.06%
1 Month
  -27.67%
3 Months  
+117.86%
YTD  
+46.40%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.3400 1.8300
1M High / 1M Low: 2.5300 1.7700
6M High / 6M Low: 2.5300 0.7200
High (YTD): 4/28/2022 2.5300
Low (YTD): 3/7/2022 0.7200
52W High: - -
52W Low: - -
Avg. price 1W:   2.1680
Avg. volume 1W:   0.0000
Avg. price 1M:   2.1518
Avg. volume 1M:   0.0000
Avg. price 6M:   1.4134
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.31%
Volatility 6M:   144.48%
Volatility 1Y:   -
Volatility 3Y:   -