UC-HVB WAR. PUT 21 GXI/ DE000HZ66NA1 /
| 3/5/2021 9:45:05 PM | Chg.+0.0200 | Bid3/5/2021 | Ask3/5/2021 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | +14.29% | 0.1500 Bid Size: 12,000 |
0.2000 Ask Size: 12,000 |
GERRESHEIMER AG | 70.00 EUR | 6/16/2021 | Put |
Master data
| WKN: | HZ66NA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 70.00 EUR |
| Maturity: | 6/16/2021 |
| Issue date: | 1/24/2020 |
| Last trading day: | 6/15/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -41.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.33 |
| Parity: | -1.31 |
| Time value: | 0.20 |
| Break-even: | 68.00 |
| Moneyness: | 0.84 |
| Premium: | 0.18 |
| Premium p.a.: | 0.82 |
| Spread abs.: | 0.05 |
| Spread %: | 25.00% |
| Delta: | -0.41 |
| Theta: | -0.07 |
| Omega: | -16.96 |
| Rho: | -0.10 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1400 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.67% | ||
|---|---|---|---|
| 1 Month | +60.00% | ||
| 3 Months | +23.08% | ||
| YTD | -11.11% | ||
| 1 Year | -86.21% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0780 |
| 6M High / 6M Low: | 0.3800 | 0.0780 |
| High (YTD): | 1/11/2021 | 0.1800 |
| Low (YTD): | 2/18/2021 | 0.0780 |
| 52W High: | 3/19/2020 | 2.0900 |
| 52W Low: | 2/18/2021 | 0.0780 |
| Avg. price 1W: | 0.1360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1131 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1968 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4932 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 303.21% | |
| Volatility 6M: | 175.47% | |
| Volatility 1Y: | 160.57% | |
| Volatility 3Y: | - |