UniCredit Call 3100 ATX 17.12.201.../  DE000HX7XGA7  /

Frankfurt Zert./HVB
12/11/2019  5:01:39 PM Chg.+0.010 Bid5:28:30 PM Ask5:28:30 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.380
Bid Size: 50,000
0.500
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: 70.89
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.19
Implied volatility: 0.29
Historic volatility: 0.14
Parity: 0.19
Time value: 0.25
Break-even: 3,144.00
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.63
Spread abs.: 0.05
Spread %: 11.36%
Delta: 0.49
Theta: -1.98
Omega: 34.97
Rho: 0.25
 

Quote data

Open: 0.370
High: 0.460
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -33.93%
1 Month
  -75.97%
3 Months
  -44.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.360
1M High / 1M Low: 1.540 0.360
6M High / 6M Low: 1.760 0.290
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.892
Avg. volume 1M:   0.000
Avg. price 6M:   0.741
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.45%
Volatility 6M:   259.44%
Volatility 1Y:   -
Volatility 3Y:   -