UC-HVB WAR. CALL 21 GXI/  DE000HZ885J8  /

gettex Zertifikate
1/27/2021  9:45:05 PM Chg.-0.260 Bid9:58:23 PM Ask9:58:23 PM Underlying Strike price Expiration date Option type
2.050EUR -11.26% 2.000
Bid Size: 3,000
2.120
Ask Size: 3,000
GERRESHEIMER AG 67.50 EUR 6/16/2021 Call

Master data

WKN: HZ885J
Issuer: UniCredit
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 67.50 EUR
Maturity: 6/16/2021
Issue date: 3/19/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.21
Implied volatility: 0.99
Historic volatility: 0.33
Parity: 2.21
Time value: 0.19
Break-even: 91.40
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.13
Spread %: 5.44%
Delta: 0.66
Theta: -0.02
Omega: 2.48
Rho: 0.14
 

Quote data

Open: 2.280
High: 2.300
Low: 1.960
Previous Close: 2.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.39%
1 Month     0.00%
3 Months
  -4.21%
YTD
  -5.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.390 2.290
1M High / 1M Low: 2.430 2.010
6M High / 6M Low: 3.480 2.010
High (YTD): 1/4/2021 2.430
Low (YTD): 1/11/2021 2.010
52W High: - -
52W Low: - -
Avg. price 1W:   2.330
Avg. volume 1W:   0.000
Avg. price 1M:   2.208
Avg. volume 1M:   0.000
Avg. price 6M:   2.779
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.32%
Volatility 6M:   77.56%
Volatility 1Y:   -
Volatility 3Y:   -