UC-HVB WAR. CALL 21 ARL/  DE000HR3YY11  /

gettex Zertifikate
3/8/2021  9:45:07 PM Chg.+0.0300 Bid9:46:00 PM Ask9:46:00 PM Underlying Strike price Expiration date Option type
0.1200EUR +33.33% 0.1100
Bid Size: 12,000
0.1400
Ask Size: 12,000
AAREAL BANK AG 21.50 - 3/17/2021 Call

Master data

WKN: HR3YY1
Issuer: UniCredit
Currency: EUR
Underlying: AAREAL BANK AG
Type: Warrant
Option type: Call
Strike price: 21.50 -
Maturity: 3/17/2021
Issue date: 12/8/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.23
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.04
Implied volatility: 0.85
Historic volatility: 0.56
Parity: 0.04
Time value: 0.08
Break-even: 22.70
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 3.45
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.54
Theta: -0.05
Omega: 9.81
Rho: 0.00
 

Quote data

Open: 0.0850
High: 0.1300
Low: 0.0850
Previous Close: 0.0900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+361.54%
3 Months
  -36.84%
YTD  
+53.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.1300 0.0870
1M High / 1M Low: 0.1400 0.0130
6M High / 6M Low: - -
High (YTD): 2/24/2021 0.1400
Low (YTD): 2/23/2021 0.0130
52W High: - -
52W Low: - -
Avg. price 1W:   0.1094
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0571
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,567.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -