UniCredit Call 2800 ATX 17.12.201.../  DE000HX7XG75  /

Frankfurt Zert./HVB
12/5/2019  3:32:32 PM Chg.+0.050 Bid3:44:17 PM Ask3:44:17 PM Underlying Strike price Expiration date Option type
3.220EUR +1.58% 3.200
Bid Size: 50,000
3.330
Ask Size: 50,000
ATX 2,800.00 XXP 12/17/2019 Call

Master data

WKN: HX7XG7
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,800.00 XXP
Maturity: 12/17/2019
Issue date: 2/18/2019
Last trading day: 12/16/2019
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 9.29
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 3.13
Implied volatility: 0.77
Historic volatility: 0.15
Parity: 3.13
Time value: 0.23
Break-even: 3,135.00
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.13
Spread %: 3.88%
Delta: 0.77
Theta: -3.05
Omega: 7.11
Rho: 0.67
 

Quote data

Open: 3.260
High: 3.280
Low: 3.170
Previous Close: 3.170
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -14.13%
1 Month
  -27.96%
3 Months  
+54.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.750 2.980
1M High / 1M Low: 4.470 2.980
6M High / 6M Low: 4.470 1.820
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.252
Avg. volume 1W:   0.000
Avg. price 1M:   3.769
Avg. volume 1M:   0.000
Avg. price 6M:   2.737
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.58%
Volatility 6M:   116.72%
Volatility 1Y:   -
Volatility 3Y:   -