UniCredit Call 3500 ATX 15.12.202.../  DE000HZ50QA8  /

Frankfurt Zert./HVB
1/21/2020  8:01:40 PM Chg.-0.080 Bid8:47:24 PM Ask8:47:24 PM Underlying Strike price Expiration date Option type
0.520EUR -13.33% 0.520
Bid Size: 16,500
0.530
Ask Size: 16,500
ATX 3,500.00 - 12/15/2020 Call

Master data

WKN: HZ50QA
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,500.00 -
Maturity: 12/15/2020
Issue date: 11/22/2019
Last trading day: 12/14/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 52.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.13
Parity: -3.28
Time value: 0.61
Break-even: 3,561.00
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.12
Theta: 0.04
Omega: 6.26
Rho: 2.89
 

Quote data

Open: 0.560
High: 0.560
Low: 0.500
Previous Close: 0.600
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -43.48%
3 Months     -
YTD
  -40.23%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.600
1M High / 1M Low: 0.920 0.600
6M High / 6M Low: - -
High (YTD): 1/2/2020 0.920
Low (YTD): 1/20/2020 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.766
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -