UniCredit Call 132.5 FDX 16.12.20.../  DE000HZ81M75  /

Frankfurt Zert./HVB
10/23/2020  9:55:50 PM Chg.+0.590 Bid9:59:30 PM Ask- Underlying Strike price Expiration date Option type
12.720EUR +4.86% 12.730
Bid Size: 15,000
-
Ask Size: -
FedEx Corp 132.50 USD 12/16/2020 Call

Master data

WKN: HZ81M7
Issuer: UniCredit
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 132.50 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: 1.83
Leverage: Yes

Calculated values

Fair value: 12.10
Intrinsic value: 12.10
Implied volatility: 2.14
Historic volatility: 0.44
Parity: 12.10
Time value: 0.63
Break-even: 239.02
Moneyness: 2.08
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.22
Omega: 1.62
Rho: 0.11
 

Quote data

Open: 12.100
High: 12.720
Low: 12.060
Previous Close: 12.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.78%
1 Month  
+25.94%
3 Months  
+296.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.050 12.130
1M High / 1M Low: 13.050 10.100
6M High / 6M Low: 13.050 0.540
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   12.646
Avg. volume 1W:   0.000
Avg. price 1M:   11.612
Avg. volume 1M:   0.000
Avg. price 6M:   5.106
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.95%
Volatility 6M:   180.14%
Volatility 1Y:   -
Volatility 3Y:   -