UC-HVB WAR. CALL 21 GXI/  DE000HZ885J8  /

gettex Zertifikate
1/22/2021  9:45:03 PM Chg.-0.070 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
2.320EUR -2.93% 2.280
Bid Size: 3,000
2.410
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: 3.73
Leverage: Yes

Calculated values

Fair value: 2.25
Intrinsic value: 2.25
Implied volatility: 0.98
Historic volatility: 0.33
Parity: 2.25
Time value: 0.17
Break-even: 91.60
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.13
Spread %: 5.39%
Delta: 0.66
Theta: -0.02
Omega: 2.47
Rho: 0.14
 

Quote data

Open: 2.390
High: 2.390
Low: 2.280
Previous Close: 2.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.41%
1 Month  
+13.17%
3 Months  
+4.98%
YTD  
+7.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.390 2.190
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:   2.304
Avg. volume 1W:   0.000
Avg. price 1M:   2.198
Avg. volume 1M:   0.000
Avg. price 6M:   2.788
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.16%
Volatility 6M:   77.95%
Volatility 1Y:   -
Volatility 3Y:   -