UC-HVB WAR. CALL 21 ARL/  DE000HR3T3A3  /

gettex Zertifikate
2/26/2021  9:45:03 PM Chg.+0.010 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.180
Bid Size: 12,000
0.210
Ask Size: 12,000
AAREAL BANK AG 20.50 - 3/17/2021 Call

Master data

WKN: HR3T3A
Issuer: UniCredit
Currency: EUR
Underlying: AAREAL BANK AG
Type: Warrant
Option type: Call
Strike price: 20.50 -
Maturity: 3/17/2021
Issue date: 12/2/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.19
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.14
Implied volatility: 0.68
Historic volatility: 0.57
Parity: 0.14
Time value: 0.04
Break-even: 22.30
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.63
Theta: -0.02
Omega: 7.67
Rho: 0.01
 

Quote data

Open: 0.180
High: 0.190
Low: 0.180
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+458.82%
1 Month  
+160.27%
3 Months     -
YTD  
+58.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.031
1M High / 1M Low: 0.200 0.031
6M High / 6M Low: - -
High (YTD): 2/24/2021 0.200
Low (YTD): 2/23/2021 0.031
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,861.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -