UniCredit Call 3000 ATX 17.12.201.../  DE000HX7XG91  /

EUWAX
12/13/2019  11:21:03 AM Chg.+0.39 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
1.81EUR +27.46% 1.53
Bid Size: 18,150
1.83
Ask Size: 18,150
ATX 3,000.00 XXP 12/17/2019 Call

Master data

WKN: HX7XG9
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,000.00 XXP
Maturity: 12/17/2019
Issue date: 2/18/2019
Last trading day: 12/16/2019
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 17.31
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.68
Implied volatility: 0.73
Historic volatility: 0.14
Parity: 1.68
Time value: 0.15
Break-even: 3,183.00
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.77
Spread abs.: 0.30
Spread %: 16.39%
Delta: 0.79
Theta: -7.28
Omega: 13.62
Rho: 0.19
 

Quote data

Open: 1.81
High: 1.81
Low: 1.81
Previous Close: 1.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.52%
1 Month
  -17.73%
3 Months  
+39.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.81 1.13
1M High / 1M Low: 2.20 1.13
6M High / 6M Low: 2.58 0.66
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.65
Avg. volume 1M:   0.00
Avg. price 6M:   1.35
Avg. volume 6M:   233.72
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.35%
Volatility 6M:   183.76%
Volatility 1Y:   -
Volatility 3Y:   -