UniCredit Call 100 GXI 16.06.2021/  DE000HR0HHM6  /

Frankfurt Zert./HVB
2/26/2021  9:55:15 PM Chg.+0.020 Bid2/26/2021 Ask2/26/2021 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: 0.070
High: 0.130
Low: 0.070
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -52.17%
3 Months
  -81.03%
YTD
  -54.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.090
1M High / 1M Low: 0.410 0.090
6M High / 6M Low: 1.120 0.090
High (YTD): 2/12/2021 0.410
Low (YTD): 2/25/2021 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   2,000
Avg. price 1M:   0.270
Avg. volume 1M:   850
Avg. price 6M:   0.509
Avg. volume 6M:   408
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.69%
Volatility 6M:   195.37%
Volatility 1Y:   -
Volatility 3Y:   -