UC-HVB WAR. CALL 21 GXI/ DE000HZ885J8 /
| 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: | - |