UniCredit Call 3000 ATX 17.12.201.../  DE000HX7XG91  /

Frankfurt Zert./HVB
12/13/2019  9:56:40 PM Chg.+0.150 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
1.420EUR +11.81% 1.530
Bid Size: 16,500
1.830
Ask Size: 16,500
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: 1.920
High: 1.920
Low: 1.420
Previous Close: 1.270
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.65%
3 Months  
+9.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.420 1.030
1M High / 1M Low: 1.990 1.030
6M High / 6M Low: 2.610 0.670
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.208
Avg. volume 1W:   0.000
Avg. price 1M:   1.506
Avg. volume 1M:   0.000
Avg. price 6M:   1.321
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.50%
Volatility 6M:   191.34%
Volatility 1Y:   -
Volatility 3Y:   -