UniCredit Call 100 GXI 16.06.2021/  DE000HR0HHM6  /

EUWAX
2/26/2021  9:06:24 PM Chg.+0.020 Bid9:53:38 PM Ask9:51:01 PM Underlying Strike price Expiration date Option type
0.110EUR +22.22% 0.110
Bid Size: 12,000
0.160
Ask Size: 12,000
GERRESHEIMER AG 100.00 - 6/16/2021 Call

Master data

WKN: HR0HHM
Issuer: UniCredit
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 6/16/2021
Issue date: 7/30/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.50
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.33
Parity: -1.44
Time value: 0.16
Break-even: 101.60
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.78
Spread abs.: 0.05
Spread %: 31.25%
Delta: 0.15
Theta: -0.01
Omega: 7.97
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.130
Low: 0.100
Previous Close: 0.090
Turnover: 1,200
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.71%
1 Month
  -35.29%
3 Months
  -81.03%
YTD
  -54.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.090
1M High / 1M Low: 0.410 0.090
6M High / 6M Low: 1.140 0.090
High (YTD): 2/12/2021 0.410
Low (YTD): 2/25/2021 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   18,000
Avg. price 1M:   0.262
Avg. volume 1M:   4,217.391
Avg. price 6M:   0.518
Avg. volume 6M:   953.125
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.86%
Volatility 6M:   193.78%
Volatility 1Y:   -
Volatility 3Y:   -