UC-HVB WAR. CALL 21 GXI/ DE000HR2HDF5 /
| 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: | - |