UniCredit Call 3100 ATX 17.12.201.../  DE000HX7XGA7  /

EUWAX
12/10/2019  11:29:26 AM Chg.- Bid8:41:18 AM Ask8:41:18 AM Underlying Strike price Expiration date Option type
0.360EUR - 0.360
Bid Size: 13,750
0.540
Ask Size: 13,750
ATX 3,100.00 XXP 12/17/2019 Call

Master data

WKN: HX7XGA
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,100.00 XXP
Maturity: 12/17/2019
Issue date: 2/18/2019
Last trading day: 12/16/2019
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 67.92
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.24
Implied volatility: 0.28
Historic volatility: 0.14
Parity: 0.24
Time value: 0.22
Break-even: 3,146.00
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.44
Spread abs.: 0.05
Spread %: 10.87%
Delta: 0.50
Theta: -1.51
Omega: 33.76
Rho: 0.29
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -76.00%
3 Months
  -52.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.360
1M High / 1M Low: 1.590 0.360
6M High / 6M Low: 1.720 0.310
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.955
Avg. volume 1M:   0.000
Avg. price 6M:   0.764
Avg. volume 6M:   217.054
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.65%
Volatility 6M:   234.39%
Volatility 1Y:   -
Volatility 3Y:   -