UC-HVB WAR. CALL 19 INN1/  DE000HZ2B4L2  /

gettex Zertifikate
12/13/2019  9:45:01 PM Chg.+0.070 Bid9:58:19 PM Ask- Underlying Strike price Expiration date Option type
2.230EUR +3.24% 2.230
Bid Size: 2,500
-
Ask Size: -
ING GROEP NV EO... 8.50 - 12/18/2019 Call

Master data

WKN: HZ2B4L
Issuer: UniCredit
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 12/18/2019
Issue date: 8/23/2019
Last trading day: 12/17/2019
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 2.20
Implied volatility: 2.25
Historic volatility: 0.26
Parity: 2.20
Time value: 0.16
Break-even: 10.86
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 2.87
Spread abs.: 0.13
Spread %: 5.51%
Delta: 0.86
Theta: -0.06
Omega: 3.89
Rho: 0.00
 

Quote data

Open: 2.420
High: 2.470
Low: 2.180
Previous Close: 2.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.75%
1 Month  
+7.73%
3 Months  
+52.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.230 1.880
1M High / 1M Low: 2.230 1.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.032
Avg. volume 1W:   0.000
Avg. price 1M:   1.961
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -