UniCredit Call 3500 ATX 15.09.202.../  DE000HZ50Q29  /

Frankfurt Zert./HVB
1/21/2020  8:28:48 AM Chg.-0.020 Bid9:03:10 AM Ask9:03:10 AM Underlying Strike price Expiration date Option type
0.210EUR -8.70% 0.210
Bid Size: 12,500
0.230
Ask Size: 12,500
ATX 3,500.00 - 9/15/2020 Call

Master data

WKN: HZ50Q2
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,500.00 -
Maturity: 9/15/2020
Issue date: 11/22/2019
Last trading day: 9/14/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 132.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.13
Parity: -3.27
Time value: 0.24
Break-even: 3,524.00
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.07
Theta: 0.03
Omega: 9.71
Rho: 1.37
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -55.32%
3 Months     -
YTD
  -51.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.230
1M High / 1M Low: 0.470 0.230
6M High / 6M Low: - -
High (YTD): 1/2/2020 0.470
Low (YTD): 1/20/2020 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -