UniCredit Call 2800 ATX 17.03.202.../  DE000HZ2KPW8  /

Frankfurt Zert./HVB
12/13/2019  9:54:47 PM Chg.-0.020 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
3.900EUR -0.51% 3.900
Bid Size: 16,500
3.930
Ask Size: 16,500
ATX 2,800.00 - 3/17/2020 Call

Master data

WKN: HZ2KPW
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,800.00 -
Maturity: 3/17/2020
Issue date: 9/9/2019
Last trading day: 3/16/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 8.02
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 3.66
Implied volatility: 0.61
Historic volatility: 0.14
Parity: 3.66
Time value: 0.29
Break-even: 3,195.00
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 0.76%
Delta: 0.57
Theta: -0.28
Omega: 4.54
Rho: 3.64
 

Quote data

Open: 4.210
High: 4.210
Low: 3.820
Previous Close: 3.920
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -12.56%
3 Months  
+22.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.920 3.420
1M High / 1M Low: 4.460 3.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.614
Avg. volume 1W:   0.000
Avg. price 1M:   3.845
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -