UniCredit Call 330 NOVC/  DE000HX96VR0  /

EUWAX
9/2/2019  10:23:43 AM Chg.- Bid9:59:48 PM Ask8:20:59 PM Underlying Strike price Expiration date Option type
0.350EUR - 0.380
Bid Size: 11,000
0.470
Ask Size: 11,000
NOVO-NORDISK NAM.B D... 330.00 - 9/18/2019 Call

Master data

WKN: HX96VR
Issuer: UniCredit
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 9/18/2019
Issue date: 4/25/2019
Last trading day: 9/3/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 26.34
Historic volatility: 0.22
Parity: -28.50
Time value: 0.47
Break-even: 334.70
Moneyness: 0.14
Premium: 6.44
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 19.15%
Delta: 0.22
Theta: -9.29
Omega: 2.15
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.310
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+40.00%
3 Months  
+16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.360 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -