UniCredit Call 2900 ATX 17.12.201.../  DE000HX7XG83  /

Frankfurt Zert./HVB
12/9/2019  5:01:41 PM Chg.-0.070 Bid5:21:49 PM Ask5:21:49 PM Underlying Strike price Expiration date Option type
2.260EUR -3.00% 2.250
Bid Size: 50,000
2.380
Ask Size: 50,000
ATX 2,900.00 XXP 12/17/2019 Call

Master data

WKN: HX7XG8
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,900.00 XXP
Maturity: 12/17/2019
Issue date: 2/18/2019
Last trading day: 12/16/2019
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 12.48
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 2.45
Implied volatility: 0.63
Historic volatility: 0.14
Parity: 2.45
Time value: 0.08
Break-even: 3,152.00
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.11
Spread abs.: 0.13
Spread %: 5.16%
Delta: 0.79
Theta: -2.51
Omega: 9.85
Rho: 0.49
 

Quote data

Open: 2.380
High: 2.540
Low: 2.260
Previous Close: 2.330
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+4.63%
1 Month
  -31.93%
3 Months  
+45.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.330 2.060
1M High / 1M Low: 3.290 2.060
6M High / 6M Low: 3.520 1.220
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.164
Avg. volume 1W:   0.000
Avg. price 1M:   2.634
Avg. volume 1M:   0.000
Avg. price 6M:   1.990
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.58%
Volatility 6M:   146.66%
Volatility 1Y:   -
Volatility 3Y:   -