UniCredit Call 3100 ATX 17.12.201.../  DE000HX7XGA7  /

Frankfurt Zert./HVB
12/6/2019  2:01:23 PM Chg.+0.050 Bid2:05:53 PM Ask2:05:53 PM Underlying Strike price Expiration date Option type
0.540EUR +10.20% 0.550
Bid Size: 50,000
0.600
Ask Size: 50,000
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: 57.66
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.14
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 0.14
Time value: 0.40
Break-even: 3,154.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.53
Spread abs.: 0.05
Spread %: 9.26%
Delta: 0.44
Theta: -1.38
Omega: 25.57
Rho: 0.40
 

Quote data

Open: 0.550
High: 0.560
Low: 0.490
Previous Close: 0.490
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -11.48%
1 Month
  -64.00%
3 Months  
+38.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.490
1M High / 1M Low: 1.650 0.490
6M High / 6M Low: 1.760 0.290
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   1.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.747
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.14%
Volatility 6M:   254.00%
Volatility 1Y:   -
Volatility 3Y:   -