UC-HVB WAR. CALL 21 GXI/  DE000HZ885J8  /

gettex Zertifikate
2/11/2021  2:15:07 PM Chg.- Bid2:30:00 PM Ask- Underlying Strike price Expiration date Option type
2.6400EUR - 2.6400
Bid Size: 30,000
-
Ask Size: -
GERRESHEIMER AG 67.50 - 6/16/2021 Call

Master data

WKN: HZ885J
Issuer: UniCredit
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 67.50 -
Maturity: 6/16/2021
Issue date: 3/19/2020
Last trading day: 2/11/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.63
Implied volatility: 1.43
Historic volatility: 0.33
Parity: 1.63
Time value: 1.01
Break-even: 93.90
Moneyness: 1.24
Premium: 0.12
Premium p.a.: 0.52
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.68
Theta: -0.07
Omega: 2.15
Rho: 0.08
 

Quote data

Open: 2.6400
High: 2.7300
Low: 2.6400
Previous Close: 2.6100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+1.93%
YTD  
+22.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.6400 2.6100
6M High / 6M Low: 3.4800 2.0100
High (YTD): 2/8/2021 2.6600
Low (YTD): 1/11/2021 2.0100
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.6300
Avg. volume 1M:   0.0000
Avg. price 6M:   2.6370
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   25.56%
Volatility 6M:   79.71%
Volatility 1Y:   -
Volatility 3Y:   -