UniCredit Call 3100 ATX 17.03.202.../  DE000HZ2KPZ1  /

Frankfurt Zert./HVB
12/12/2019  2:33:41 PM Chg.+0.120 Bid12/12/2019 Ask12/12/2019 Underlying Strike price Expiration date Option type
1.300EUR +10.17% 1.300
Bid Size: 50,000
1.320
Ask Size: 50,000
ATX 3,100.00 - 3/17/2020 Call

Master data

WKN: HZ2KPZ
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,100.00 -
Maturity: 3/17/2020
Issue date: 9/9/2019
Last trading day: 3/16/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 26.03
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.23
Implied volatility: 0.39
Historic volatility: 0.14
Parity: 0.23
Time value: 0.97
Break-even: 3,220.00
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.67%
Delta: 0.33
Theta: -0.07
Omega: 8.48
Rho: 2.36
 

Quote data

Open: 1.220
High: 1.360
Low: 1.220
Previous Close: 1.180
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.25%
3 Months  
+8.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.440 1.140
1M High / 1M Low: 2.140 1.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.270
Avg. volume 1W:   0.000
Avg. price 1M:   1.557
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -