UniCredit Call 210 FDX 16.12.2020/  DE000HR1Q643  /

Frankfurt Zert./HVB
10/22/2020  9:54:45 PM Chg.-0.560 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
5.730EUR -8.90% 5.730
Bid Size: 20,000
5.780
Ask Size: 20,000
FEDEX CORP. D... 210.00 - 12/16/2020 Call

Master data

WKN: HR1Q64
Issuer: UniCredit
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 12/16/2020
Issue date: 9/14/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.79
Leverage: Yes

Calculated values

Fair value: 2.82
Intrinsic value: 2.82
Implied volatility: 1.62
Historic volatility: 0.44
Parity: 2.82
Time value: 3.46
Break-even: 272.80
Moneyness: 1.13
Premium: 0.15
Premium p.a.: 1.46
Spread abs.: 0.06
Spread %: 0.96%
Delta: 0.65
Theta: -0.37
Omega: 2.46
Rho: 0.14
 

Quote data

Open: 6.020
High: 6.440
Low: 5.600
Previous Close: 6.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.17%
1 Month  
+66.09%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.640 6.210
1M High / 1M Low: 6.640 3.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.370
Avg. volume 1W:   0.000
Avg. price 1M:   4.978
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -