UniCredit Call 100 GXI 16.06.2021/  DE000HR0HHM6  /

Frankfurt Zert./HVB
2/26/2021  2:47:05 PM Chg.+0.030 Bid2/26/2021 Ask2/26/2021 Underlying Strike price Expiration date Option type
0.120EUR +33.33% 0.120
Bid Size: 70,000
0.130
Ask Size: 70,000
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: 60.79
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.33
Parity: -1.49
Time value: 0.14
Break-even: 101.40
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.79
Spread abs.: 0.05
Spread %: 35.71%
Delta: 0.14
Theta: -0.01
Omega: 8.30
Rho: 0.03
 

Quote data

Open: 0.070
High: 0.130
Low: 0.070
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month
  -45.45%
3 Months
  -80.00%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 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:   0.160
Avg. volume 1W:   2,000
Avg. price 1M:   0.263
Avg. volume 1M:   739.130
Avg. price 6M:   0.526
Avg. volume 6M:   398.438
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.33%
Volatility 6M:   191.87%
Volatility 1Y:   -
Volatility 3Y:   -