UC-HVB WAR. CALL 21 ARL/  DE000HR3PY38  /

gettex Zertifikate
2/26/2021  9:45:05 PM Chg.0.000 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.140
Bid Size: 12,000
0.170
Ask Size: 12,000
AAREAL BANK AG 21.00 - 3/17/2021 Call

Master data

WKN: HR3PY3
Issuer: UniCredit
Currency: EUR
Underlying: AAREAL BANK AG
Type: Warrant
Option type: Call
Strike price: 21.00 -
Maturity: 3/17/2021
Issue date: 11/26/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.63
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.09
Implied volatility: 0.67
Historic volatility: 0.57
Parity: 0.09
Time value: 0.06
Break-even: 22.50
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.57
Theta: -0.02
Omega: 8.33
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.160
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+552.17%
1 Month  
+158.62%
3 Months  
+7.14%
YTD  
+59.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.021
1M High / 1M Low: 0.170 0.021
6M High / 6M Low: - -
High (YTD): 2/24/2021 0.170
Low (YTD): 2/23/2021 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,415.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -