UniCredit Call 2700 ATX 17.03.202.../  DE000HZ2KPV0  /

Frankfurt Zert./HVB
12/13/2019  3:03:00 PM Chg.+0.060 Bid3:13:50 PM Ask3:13:50 PM Underlying Strike price Expiration date Option type
4.890EUR +1.24% 4.790
Bid Size: 50,000
4.820
Ask Size: 50,000
ATX 2,700.00 - 3/17/2020 Call

Master data

WKN: HZ2KPV
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,700.00 -
Maturity: 3/17/2020
Issue date: 9/9/2019
Last trading day: 3/16/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 6.50
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 4.66
Implied volatility: 0.67
Historic volatility: 0.14
Parity: 4.66
Time value: 0.21
Break-even: 3,187.00
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.62%
Delta: 0.61
Theta: -0.36
Omega: 3.99
Rho: 3.79
 

Quote data

Open: 5.140
High: 5.140
Low: 4.740
Previous Close: 4.830
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+5.62%
1 Month
  -8.60%
3 Months  
+23.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.830 4.300
1M High / 1M Low: 5.350 4.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.498
Avg. volume 1W:   0.000
Avg. price 1M:   4.725
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -