UniCredit Call 135 FDX 16.12.2020/  DE000HZ81M83  /

Frankfurt Zert./HVB
10/20/2020  9:55:40 PM Chg.+0.410 Bid9:59:34 PM Ask- Underlying Strike price Expiration date Option type
12.840EUR +3.30% 12.880
Bid Size: 20,000
-
Ask Size: -
FedEx Corp 135.00 USD 12/16/2020 Call

Master data

WKN: HZ81M8
Issuer: UniCredit
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 135.00 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: 1.87
Leverage: Yes

Calculated values

Fair value: 12.49
Intrinsic value: 12.49
Implied volatility: 1.88
Historic volatility: 0.44
Parity: 12.49
Time value: 0.29
Break-even: 242.51
Moneyness: 2.09
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.31
Spread %: 2.43%
Delta: 0.89
Theta: -0.16
Omega: 1.68
Rho: 0.14
 

Quote data

Open: 12.630
High: 13.230
Low: 12.580
Previous Close: 12.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.28%
1 Month  
+41.57%
3 Months  
+318.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 12.740 11.750
1M High / 1M Low: 12.740 8.840
6M High / 6M Low: 12.740 0.490
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   12.298
Avg. volume 1W:   0.000
Avg. price 1M:   10.785
Avg. volume 1M:   0.000
Avg. price 6M:   4.562
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.66%
Volatility 6M:   189.41%
Volatility 1Y:   -
Volatility 3Y:   -