UniCredit Call 126 FDX 16.12.2020/  DE000HZ9CCM9  /

Frankfurt Zert./HVB
10/23/2020  11:02:15 AM Chg.-0.030 Bid11:13:25 AM Ask- Underlying Strike price Expiration date Option type
12.650EUR -0.24% 12.660
Bid Size: 6,000
-
Ask Size: -
FEDEX CORP. D... 126.00 - 12/16/2020 Call

Master data

WKN: HZ9CCM
Issuer: UniCredit
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 126.00 -
Maturity: 12/16/2020
Issue date: 4/23/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.89
Leverage: Yes

Calculated values

Fair value: 11.29
Intrinsic value: 11.29
Implied volatility: 2.30
Historic volatility: 0.44
Parity: 11.29
Time value: 1.38
Break-even: 252.70
Moneyness: 1.90
Premium: 0.06
Premium p.a.: 0.46
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -0.32
Omega: 1.62
Rho: 0.12
 

Quote data

Open: 12.650
High: 12.670
Low: 12.610
Previous Close: 12.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.30%
1 Month  
+25.12%
3 Months  
+238.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.600 12.680
1M High / 1M Low: 13.600 10.110
6M High / 6M Low: 13.600 0.690
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   13.240
Avg. volume 1W:   0.000
Avg. price 1M:   11.927
Avg. volume 1M:   0.000
Avg. price 6M:   5.407
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.97%
Volatility 6M:   171.61%
Volatility 1Y:   -
Volatility 3Y:   -