UC-HVB WAR. CALL 21 GXI/  DE000HR2HDF5  /

gettex Zertifikate
3/4/2021  5:15:11 PM Chg.-0.0170 Bid5:35:26 PM Ask5:35:26 PM Underlying Strike price Expiration date Option type
0.0760EUR -18.28% 0.0700
Bid Size: 15,000
0.1100
Ask Size: 15,000
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: 64.96
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.33
Parity: -0.31
Time value: 0.13
Break-even: 88.80
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 3.10
Spread abs.: 0.05
Spread %: 38.46%
Delta: 0.29
Theta: -0.07
Omega: 18.59
Rho: 0.01
 

Quote data

Open: 0.0930
High: 0.0930
Low: 0.0640
Previous Close: 0.0930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.33%
1 Month
  -89.30%
3 Months
  -93.33%
YTD
  -85.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.2400 0.0930
1M High / 1M Low: 0.9000 0.0930
6M High / 6M Low: - -
High (YTD): 2/12/2021 0.9000
Low (YTD): 3/3/2021 0.0930
52W High: - -
52W Low: - -
Avg. price 1W:   0.1726
Avg. volume 1W:   0.0000
Avg. price 1M:   0.5546
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   359.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -