UniCredit Call 36 RIO 16.06.2021/  DE000HZ6EBT8  /

Frankfurt Zert./HVB
8/11/2020  9:58:33 PM Chg.-0.030 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
1.330EUR -2.21% 1.350
Bid Size: 2,500
1.380
Ask Size: 2,500
Rio Tinto PLC ORD 10... 36.00 GBP 6/16/2021 Call

Master data

WKN: HZ6EBT
Issuer: UniCredit
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 36.00 GBP
Maturity: 6/16/2021
Issue date: 1/30/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 1.24
Implied volatility: 0.90
Historic volatility: 0.46
Parity: 1.24
Time value: 0.17
Break-even: 54.19
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 2.13%
Delta: 0.59
Theta: 0.00
Omega: 2.18
Rho: 0.14
 

Quote data

Open: 1.360
High: 1.460
Low: 1.330
Previous Close: 1.360
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -5.67%
1 Month  
+8.13%
3 Months  
+150.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.410 1.300
1M High / 1M Low: 1.480 1.170
6M High / 6M Low: 1.480 0.230
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.358
Avg. volume 1W:   0.000
Avg. price 1M:   1.333
Avg. volume 1M:   0.000
Avg. price 6M:   0.897
Avg. volume 6M:   60
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.87%
Volatility 6M:   246.31%
Volatility 1Y:   -
Volatility 3Y:   -