UC-HVB WAR. CALL 21 GXI/  DE000HZ7H2S0  /

gettex Zertifikate
1/15/2021  9:45:06 PM Chg.-0.040 Bid9:58:17 PM Ask9:58:17 PM Underlying Strike price Expiration date Option type
2.370EUR -1.66% 2.350
Bid Size: 3,000
2.470
Ask Size: 3,000
GERRESHEIMER AG 65.00 EUR 6/16/2021 Call

Master data

WKN: HZ7H2S
Issuer: UniCredit
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 6/16/2021
Issue date: 3/3/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 2.33
Intrinsic value: 2.33
Implied volatility: 1.00
Historic volatility: 0.33
Parity: 2.33
Time value: 0.14
Break-even: 89.70
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 4.86%
Delta: 0.67
Theta: -0.02
Omega: 2.39
Rho: 0.14
 

Quote data

Open: 2.380
High: 2.410
Low: 2.360
Previous Close: 2.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.85%
1 Month
  -7.78%
3 Months
  -15.66%
YTD
  -0.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.410 2.240
1M High / 1M Low: 2.670 2.240
6M High / 6M Low: 3.720 2.230
High (YTD): 1/4/2021 2.660
Low (YTD): 1/11/2021 2.240
52W High: - -
52W Low: - -
Avg. price 1W:   2.356
Avg. volume 1W:   0.000
Avg. price 1M:   2.416
Avg. volume 1M:   0.000
Avg. price 6M:   3.045
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.56%
Volatility 6M:   73.42%
Volatility 1Y:   -
Volatility 3Y:   -