UC-HVB WAR. CALL 21 ARL/  DE000HR3PY38  /

gettex Zertifikate
3/4/2021  2:45:04 PM Chg.-0.0400 Bid2:50:00 PM Ask2:50:00 PM Underlying Strike price Expiration date Option type
0.1200EUR -25.00% 0.1100
Bid Size: 70,000
0.1200
Ask Size: 70,000
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: 13.20
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.67
Historic volatility: 0.57
Parity: 0.14
Time value: 0.03
Break-even: 22.70
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.67
Theta: -0.02
Omega: 8.80
Rho: 0.00
 

Quote data

Open: 0.1600
High: 0.1600
Low: 0.1200
Previous Close: 0.1600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+122.22%
3 Months
  -50.00%
YTD  
+27.66%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.1700 0.1500
1M High / 1M Low: 0.1700 0.0210
6M High / 6M Low: - -
High (YTD): 3/1/2021 0.1700
Low (YTD): 2/23/2021 0.0210
52W High: - -
52W Low: - -
Avg. price 1W:   0.1560
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0688
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,598.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -