UCI-HVB WAR. PUT 21 PPX/  DE000HR8LRA5  /

gettex Zertifikate
12/2/2021  9:45:02 PM Chg.-0.0300 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.6000EUR -4.76% 0.5700
Bid Size: 6,000
0.6100
Ask Size: 6,000
KERING S.A. INH. ... 750.00 EUR 12/15/2021 Put

Master data

WKN: HR8LRA
Issuer: UniCredit
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 750.00 EUR
Maturity: 12/15/2021
Issue date: 7/16/2021
Last trading day: 12/14/2021
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -9.93
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.45
Implied volatility: 0.58
Historic volatility: 0.28
Parity: 0.45
Time value: 0.26
Break-even: 679.00
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 1.77
Spread abs.: 0.04
Spread %: 5.63%
Delta: -0.75
Theta: -1.88
Omega: -7.49
Rho: -0.21
 

Quote data

Open: 0.6200
High: 0.6500
Low: 0.5800
Previous Close: 0.6300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.85%
1 Month
  -43.93%
3 Months
  -18.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.8700 0.3900
1M High / 1M Low: 1.0700 0.3900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.6420
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7041
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   497.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -