UniCredit Call 100 CAP 17.06.2020/  DE000HX94LL9  /

EUWAX
5/29/2020  9:31:32 AM Chg.- Bid9:58:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.060EUR - 0.060
Bid Size: 11,000
0.070
Ask Size: 11,000
CAPGEMINI 100.00 EUR 6/17/2020 Call

Master data

WKN: HX94LL
Issuer: UniCredit
Currency: EUR
Underlying: CAPGEMINI
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 6/17/2020
Issue date: 4/24/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 131.57
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.42
Parity: -0.79
Time value: 0.07
Break-even: 100.70
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 6.66
Spread abs.: 0.01
Spread %: 14.29%
Delta: 0.16
Theta: -0.05
Omega: 20.49
Rho: 0.01
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+185.71%
1 Month
  -21.05%
3 Months
  -91.18%
YTD
  -95.92%
1 Year
  -94.17%
3 Years     -
5 Years     -
1W High / 1W Low: 0.060 0.021
1M High / 1M Low: 0.110 0.007
6M High / 6M Low: 2.210 0.001
High (YTD): 1/24/2020 2.210
Low (YTD): 3/20/2020 0.001
52W High: 1/24/2020 2.210
52W Low: 3/20/2020 0.001
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.793
Avg. volume 6M:   0.000
Avg. price 1Y:   1.157
Avg. volume 1Y:   0.000
Volatility 1M:   963.34%
Volatility 6M:   1,611.20%
Volatility 1Y:   1,142.50%
Volatility 3Y:   -