UC-HVB WAR. CALL 21 DEQ/ DE000HZ28PY6 /
| 3/4/2021 9:45:05 PM | Chg.-0.0100 | Bid3/4/2021 | Ask3/4/2021 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3000EUR | -3.23% | 0.2900 Bid Size: 12,000 |
0.3200 Ask Size: 12,000 |
DEUTSCHE EUROSHOP NA... | 15.00 - | 3/17/2021 | Call |
Master data
| WKN: | HZ28PY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE EUROSHOP NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 3/17/2021 |
| Issue date: | 6/4/2020 |
| Last trading day: | 3/16/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 1.25 |
| Historic volatility: | 0.64 |
| Parity: | 0.30 |
| Time value: | 0.03 |
| Break-even: | 18.30 |
| Moneyness: | 1.20 |
| Premium: | 0.01 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.03 |
| Spread %: | 9.09% |
| Delta: | 0.79 |
| Theta: | -0.03 |
| Omega: | 4.34 |
| Rho: | 0.00 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.3200 |
| Low: | 0.3000 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +20.00% | ||
| 3 Months | -16.67% | ||
| YTD | -16.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.1500 |
| 6M High / 6M Low: | 0.4100 | 0.0090 |
| High (YTD): | 1/14/2021 | 0.4100 |
| Low (YTD): | 2/19/2021 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2265 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1966 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 219.00% | |
| Volatility 6M: | 346.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |