UniCredit Call 87.5 GXI 17.03.202.../  DE000HR2HDF5  /

Frankfurt Zert./HVB
2/26/2021  9:55:23 PM Chg.+0.050 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.180EUR +38.46% 0.170
Bid Size: 12,000
0.220
Ask Size: 12,000
GERRESHEIMER AG 87.50 - 3/17/2021 Call

Master data

WKN: HR2HDF
Issuer: UniCredit
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 3/17/2021
Issue date: 10/20/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.28
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.33
Parity: -0.24
Time value: 0.18
Break-even: 89.30
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 1.52
Spread abs.: 0.05
Spread %: 27.78%
Delta: 0.32
Theta: -0.05
Omega: 15.11
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.220
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -70.49%
1 Month
  -66.04%
3 Months
  -84.35%
YTD
  -64.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.130
1M High / 1M Low: 0.900 0.130
6M High / 6M Low: - -
High (YTD): 2/12/2021 0.900
Low (YTD): 2/25/2021 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -