UniCredit Call 2700 ATX 17.03.202.../  DE000HZ2KPV0  /

Frankfurt Zert./HVB
12/11/2019  8:07:27 PM Chg.+0.060 Bid8:50:46 PM Ask8:50:46 PM Underlying Strike price Expiration date Option type
4.360EUR +1.40% 4.330
Bid Size: 16,500
4.380
Ask Size: 16,500
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: 7.15
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 4.19
Implied volatility: 0.63
Historic volatility: 0.14
Parity: 4.19
Time value: 0.17
Break-even: 3,136.00
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 0.69%
Delta: 0.59
Theta: -0.27
Omega: 4.25
Rho: 3.76
 

Quote data

Open: 4.340
High: 4.450
Low: 4.290
Previous Close: 4.300
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -20.58%
3 Months  
+14.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.630 4.300
1M High / 1M Low: 5.490 4.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.450
Avg. volume 1W:   0.000
Avg. price 1M:   4.805
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -