UniCredit Call 140 FDX 16.12.2020/  DE000HZ81M91  /

Frankfurt Zert./HVB
10/30/2020  8:46:12 PM Chg.-0.800 Bid8:58:59 PM Ask- Underlying Strike price Expiration date Option type
10.100EUR -7.34% -
Bid Size: -
-
Ask Size: -
FedEx Corp 140.00 USD 12/16/2020 Call

Master data

WKN: HZ81M9
Issuer: UniCredit
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 140.00 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: 2.10
Leverage: Yes

Calculated values

Fair value: 10.88
Intrinsic value: 10.88
Implied volatility: 1.66
Historic volatility: 0.45
Parity: 10.88
Time value: 0.01
Break-even: 228.78
Moneyness: 1.91
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.12
Omega: 1.88
Rho: 0.12
 

Quote data

Open: 10.500
High: 10.780
Low: 9.900
Previous Close: 10.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.46%
1 Month  
+5.32%
3 Months  
+250.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 11.520 10.100
1M High / 1M Low: 12.430 9.590
6M High / 6M Low: 12.430 0.400
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.844
Avg. volume 1W:   0.000
Avg. price 1M:   11.121
Avg. volume 1M:   0.000
Avg. price 6M:   4.965
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.37%
Volatility 6M:   198.81%
Volatility 1Y:   -
Volatility 3Y:   -