UC-HVB WAR. PUT 21 GXI/ DE000HZ66NA1 /
| 1/22/2021 9:45:08 PM | Chg.+0.010 | Bid1/22/2021 | Ask1/22/2021 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.120EUR | +9.09% | 0.120 Bid Size: 12,000 |
0.170 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: | -52.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.33 |
| Parity: | -2.00 |
| Time value: | 0.17 |
| Break-even: | 68.30 |
| Moneyness: | 0.78 |
| Premium: | 0.24 |
| Premium p.a.: | 0.73 |
| Spread abs.: | 0.05 |
| Spread %: | 29.41% |
| Delta: | -0.34 |
| Theta: | -0.06 |
| Omega: | -18.05 |
| Rho: | -0.13 |
Quote data
| Open: | 0.110 |
|---|---|
| High: | 0.120 |
| Low: | 0.110 |
| Previous Close: | 0.110 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | -45.45% | ||
| 3 Months | -63.64% | ||
| YTD | -33.33% | ||
| 1 Year | -88.24% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.140 | 0.110 |
|---|---|---|
| 1M High / 1M Low: | 0.210 | 0.110 |
| 6M High / 6M Low: | 0.380 | 0.110 |
| High (YTD): | 1/11/2021 | 0.180 |
| Low (YTD): | 1/21/2021 | 0.110 |
| 52W High: | 3/19/2020 | 2.090 |
| 52W Low: | 1/21/2021 | 0.110 |
| Avg. price 1W: | 0.124 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.158 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.242 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.597 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 107.99% | |
| Volatility 6M: | 118.99% | |
| Volatility 1Y: | 133.09% | |
| Volatility 3Y: | - |