UC-HVB WAR. CALL 21 GXI/ DE000HR2HDF5 /
| 2/26/2021 8:45:05 PM | Chg.+0.030 | Bid8:45:28 PM | Ask8:45:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.180EUR | +20.00% | 0.180 Bid Size: 12,000 |
0.230 Ask Size: 12,000 |
GERRESHEIMER AG | 87.50 - | 3/17/2021 | Call |
Master data
| WKN: | HR2HDF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 87.50 - |
| Maturity: | 3/17/2021 |
| Issue date: | 10/20/2020 |
| Last trading day: | 3/16/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 47.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.33 |
| Parity: | -0.24 |
| Time value: | 0.18 |
| Break-even: | 89.30 |
| Moneyness: | 0.97 |
| Premium: | 0.05 |
| Premium p.a.: | 1.52 |
| Spread abs.: | 0.05 |
| Spread %: | 27.78% |
| Delta: | 0.32 |
| Theta: | -0.05 |
| Omega: | 15.11 |
| Rho: | 0.01 |
Quote data
| Open: | 0.150 |
|---|---|
| High: | 0.220 |
| Low: | 0.150 |
| Previous Close: | 0.150 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -71.88% | ||
|---|---|---|---|
| 1 Month | -67.27% | ||
| 3 Months | -84.75% | ||
| YTD | -64.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.640 | 0.150 |
|---|---|---|
| 1M High / 1M Low: | 0.900 | 0.150 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2/12/2021 | 0.900 |
| Low (YTD): | 2/25/2021 | 0.150 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.340 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.606 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 285.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |