UC-HVB WAR. CALL 20 HNK1/  DE000HZ8CYA0  /

gettex Zertifikate
10/23/2020  10:15:07 AM Chg.-0.010 Bid10:32:16 AM Ask10:32:16 AM Underlying Strike price Expiration date Option type
0.630EUR -1.56% 0.630
Bid Size: 100,000
0.640
Ask Size: 100,000
HEINEKEN EO... 75.00 EUR 12/16/2020 Call

Master data

WKN: HZ8CYA
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 12/16/2020
Issue date: 3/23/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.04
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.45
Implied volatility: 0.60
Historic volatility: 0.28
Parity: 0.45
Time value: 0.21
Break-even: 81.60
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.51
Theta: -0.02
Omega: 6.13
Rho: 0.05
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+40.00%
3 Months
  -43.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.540
1M High / 1M Low: 0.780 0.390
6M High / 6M Low: 1.460 0.390
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.563
Avg. volume 1M:   0.000
Avg. price 6M:   0.835
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.60%
Volatility 6M:   166.86%
Volatility 1Y:   -
Volatility 3Y:   -