UC-HVB WAR. PUT 19 NOVC/  DE000HZ0V082  /

gettex Zertifikate
10/21/2019  11:45:05 AM Chg.0.000 Bid11:49:27 AM Ask11:49:27 AM Underlying Strike price Expiration date Option type
0.080EUR 0.00% 0.075
Bid Size: 45,000
0.085
Ask Size: 45,000
NOVO-NORDISK NAM.B D... 320.00 DKK 12/18/2019 Put

Master data

WKN: HZ0V08
Issuer: UniCredit
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 320.00 DKK
Maturity: 12/18/2019
Issue date: 7/10/2019
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.69
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -0.42
Time value: 0.09
Break-even: 41.97
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 11.63%
Delta: -0.36
Theta: -0.03
Omega: -19.50
Rho: -0.03
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -75.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.071
1M High / 1M Low: 0.170 0.071
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -