UniCredit Call 124 FDX 16.12.2020/  DE000HZ81M59  /

Frankfurt Zert./HVB
10/22/2020  5:03:04 PM Chg.-0.330 Bid5:14:21 PM Ask- Underlying Strike price Expiration date Option type
13.080EUR -2.46% 13.010
Bid Size: 15,000
-
Ask Size: -
FedEx Corp 124.00 USD 12/16/2020 Call

Master data

WKN: HZ81M5
Issuer: UniCredit
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 124.00 USD
Maturity: 12/16/2020
Issue date: 3/13/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.76
Leverage: Yes

Calculated values

Fair value: 13.36
Intrinsic value: 13.36
Implied volatility: 1.99
Historic volatility: 0.44
Parity: 13.36
Time value: 0.19
Break-even: 240.13
Moneyness: 2.28
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.22
Spread %: 1.62%
Delta: 0.91
Theta: -0.15
Omega: 1.60
Rho: 0.12
 

Quote data

Open: 13.130
High: 13.550
Low: 12.940
Previous Close: 13.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.75%
1 Month  
+28.49%
3 Months  
+237.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.770 13.350
1M High / 1M Low: 13.770 10.180
6M High / 6M Low: 13.770 0.750
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   13.530
Avg. volume 1W:   0.000
Avg. price 1M:   11.975
Avg. volume 1M:   0.000
Avg. price 6M:   5.451
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   36.58%
Volatility 6M:   165.90%
Volatility 1Y:   -
Volatility 3Y:   -