UC-HVB WAR. CALL 19 INN1/  DE000HZ0CQ05  /

gettex Zertifikate
12/9/2019  9:45:07 PM Chg.+0.030 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
1.000EUR +3.09% 0.990
Bid Size: 4,000
1.020
Ask Size: 4,000
ING GROEP NV EO... 9.50 EUR 12/18/2019 Call

Master data

WKN: HZ0CQ0
Issuer: UniCredit
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 12/18/2019
Issue date: 6/14/2019
Last trading day: 12/17/2019
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.97
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.67
Historic volatility: 0.26
Parity: 0.93
Time value: 0.02
Break-even: 10.45
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 3.16%
Delta: 0.80
Theta: -0.01
Omega: 8.75
Rho: 0.00
 

Quote data

Open: 0.950
High: 1.000
Low: 0.950
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.28%
1 Month
  -23.66%
3 Months  
+127.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.690
1M High / 1M Low: 1.340 0.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   1.017
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -