UCI-HVB WAR. PUT 21 UEI/  DE000HR2LB63  /

gettex Zertifikate
9/20/2021  9:45:04 PM Chg.+0.0030 Bid9:56:00 PM Ask9:56:00 PM Underlying Strike price Expiration date Option type
0.0590EUR +5.36% 0.0540
Bid Size: 12,000
0.0780
Ask Size: 12,000
TERNA 5.50 EUR 12/15/2021 Put

Master data

WKN: HR2LB6
Issuer: UniCredit
Currency: EUR
Underlying: TERNA
Type: Warrant
Option type: Put
Strike price: 5.50 EUR
Maturity: 12/15/2021
Issue date: 10/23/2020
Last trading day: 12/14/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -83.56
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.18
Parity: -1.02
Time value: 0.08
Break-even: 5.42
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 30.77%
Delta: -0.28
Theta: 0.00
Omega: -23.21
Rho: 0.00
 

Quote data

Open: 0.0560
High: 0.0600
Low: 0.0550
Previous Close: 0.0560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.21%
1 Month  
+353.85%
3 Months
  -54.62%
YTD
  -81.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.0560 0.0430
1M High / 1M Low: 0.0560 0.0130
6M High / 6M Low: 0.3300 0.0130
High (YTD): 3/3/2021 0.5000
Low (YTD): 8/20/2021 0.0130
52W High: - -
52W Low: - -
Avg. price 1W:   0.0484
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0416
Avg. volume 1M:   0.0000
Avg. price 6M:   0.1544
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   441.20%
Volatility 6M:   225.93%
Volatility 1Y:   -
Volatility 3Y:   -