UCI-HVB WAR. PUT 21 OMV/  DE000HR878C8  /

gettex Zertifikate
12/3/2021  3:15:00 PM Chg.-0.0280 Bid3:26:09 PM Ask3:26:09 PM Underlying Strike price Expiration date Option type
0.0580EUR -32.56% 0.0410
Bid Size: 70,000
0.0560
Ask Size: 70,000
OMV AG 45.00 EUR 12/15/2021 Put

Master data

WKN: HR878C
Issuer: UniCredit
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 12/15/2021
Issue date: 6/25/2021
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.16
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.29
Parity: -0.28
Time value: 0.19
Break-even: 43.10
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 16.43
Spread abs.: 0.13
Spread %: 68.42%
Delta: -0.36
Theta: -0.14
Omega: -9.09
Rho: -0.01
 

Quote data

Open: 0.0670
High: 0.0670
Low: 0.0580
Previous Close: 0.0860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.33%
1 Month  
+100.00%
3 Months
  -74.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.1500 0.0800
1M High / 1M Low: 0.1500 0.0060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.1052
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0395
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,353.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -