UniCredit Call 200 FDX 16.12.2020/  DE000HR10L72  /

Frankfurt Zert./HVB
10/20/2020  1:16:04 PM Chg.+0.250 Bid1:29:08 PM Ask1:29:08 PM Underlying Strike price Expiration date Option type
7.240EUR +3.58% 7.250
Bid Size: 10,000
7.350
Ask Size: 10,000
FEDEX CORP. D... 200.00 - 12/16/2020 Call

Master data

WKN: HR10L7
Issuer: UniCredit
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 12/16/2020
Issue date: 8/28/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 3.96
Intrinsic value: 3.96
Implied volatility: 1.67
Historic volatility: 0.44
Parity: 3.96
Time value: 3.13
Break-even: 270.90
Moneyness: 1.20
Premium: 0.13
Premium p.a.: 1.20
Spread abs.: 0.06
Spread %: 0.85%
Delta: 0.68
Theta: -0.36
Omega: 2.31
Rho: 0.15
 

Quote data

Open: 7.190
High: 7.270
Low: 7.190
Previous Close: 6.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.38%
1 Month  
+80.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.270 6.330
1M High / 1M Low: 7.270 3.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.856
Avg. volume 1W:   0.000
Avg. price 1M:   5.488
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -