UniCredit Call 2700 ATX 17.12.201.../  DE000HX7XG67  /

EUWAX
12/13/2019  11:21:03 AM Chg.+0.40 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
4.81EUR +9.07% 4.53
Bid Size: 18,150
4.83
Ask Size: 18,150
ATX 2,700.00 XXP 12/17/2019 Call

Master data

WKN: HX7XG6
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,700.00 XXP
Maturity: 12/17/2019
Issue date: 2/18/2019
Last trading day: 12/16/2019
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 6.56
Leverage: Yes

Calculated values

Fair value: 4.58
Intrinsic value: 4.68
Implied volatility: 1.51
Historic volatility: 0.14
Parity: 4.68
Time value: 0.15
Break-even: 3,183.00
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.77
Spread abs.: 0.30
Spread %: 6.21%
Delta: 0.89
Theta: -10.89
Omega: 5.82
Rho: 0.19
 

Quote data

Open: 4.81
High: 4.81
Low: 4.81
Previous Close: 4.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.80%
1 Month
  -3.22%
3 Months  
+35.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.81 4.07
1M High / 1M Low: 4.97 4.07
6M High / 6M Low: 5.45 2.47
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.38
Avg. volume 1W:   0.00
Avg. price 1M:   4.53
Avg. volume 1M:   0.00
Avg. price 6M:   3.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.14%
Volatility 6M:   91.84%
Volatility 1Y:   -
Volatility 3Y:   -