UniCredit Call 87.5 GXI 17.03.202.../  DE000HR2HDF5  /

Frankfurt Zert./HVB
3/5/2021  9:55:50 PM Chg.-0.019 Bid3/5/2021 Ask3/5/2021 Underlying Strike price Expiration date Option type
0.041EUR -31.67% 0.041
Bid Size: 12,000
0.089
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: 92.33
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.33
Parity: -0.44
Time value: 0.09
Break-even: 88.40
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 6.78
Spread abs.: 0.05
Spread %: 53.33%
Delta: 0.23
Theta: -0.07
Omega: 20.90
Rho: 0.01
 

Quote data

Open: 0.044
High: 0.066
Low: 0.033
Previous Close: 0.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -77.22%
1 Month
  -94.23%
3 Months
  -96.43%
YTD
  -91.96%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.041
1M High / 1M Low: 0.900 0.041
6M High / 6M Low: - -
High (YTD): 2/12/2021 0.900
Low (YTD): 3/5/2021 0.041
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   394.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -