UniCredit Call 155 FDX 16.12.2020/  DE000HZ9CCN7  /

Frankfurt Zert./HVB
10/23/2020  9:55:36 PM Chg.+0.590 Bid9:59:30 PM Ask- Underlying Strike price Expiration date Option type
10.830EUR +5.76% 10.840
Bid Size: 20,000
-
Ask Size: -
FEDEX CORP. D... 155.00 - 12/16/2020 Call

Master data

WKN: HZ9CCN
Issuer: UniCredit
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 12/16/2020
Issue date: 4/23/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.15
Leverage: Yes

Calculated values

Fair value: 7.77
Intrinsic value: 7.77
Implied volatility: 2.45
Historic volatility: 0.44
Parity: 7.77
Time value: 3.07
Break-even: 263.40
Moneyness: 1.50
Premium: 0.13
Premium p.a.: 1.35
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.47
Omega: 1.70
Rho: 0.11
 

Quote data

Open: 10.200
High: 10.830
Low: 10.160
Previous Close: 10.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.72%
1 Month  
+31.91%
3 Months  
+479.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 11.170 10.240
1M High / 1M Low: 11.170 8.210
6M High / 6M Low: 11.170 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.752
Avg. volume 1W:   0.000
Avg. price 1M:   9.718
Avg. volume 1M:   0.000
Avg. price 6M:   3.799
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.39%
Volatility 6M:   235.34%
Volatility 1Y:   -
Volatility 3Y:   -