UniCredit Call 3600 ATX 15.12.202.../  DE000HZ50QB6  /

Frankfurt Zert./HVB
1/17/2020  9:55:02 PM Chg.-0.020 Bid9:58:30 PM Ask9:58:30 PM Underlying Strike price Expiration date Option type
0.370EUR -5.13% 0.380
Bid Size: 16,500
0.390
Ask Size: 16,500
ATX 3,600.00 - 12/15/2020 Call

Master data

WKN: HZ50QB
Issuer: UniCredit
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,600.00 -
Maturity: 12/15/2020
Issue date: 11/22/2019
Last trading day: 12/14/2020
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 81.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.13
Parity: -4.27
Time value: 0.39
Break-even: 3,639.00
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.09
Theta: 0.03
Omega: 7.00
Rho: 2.13
 

Quote data

Open: 0.390
High: 0.410
Low: 0.370
Previous Close: 0.390
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -41.27%
3 Months     -
YTD
  -38.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.370
1M High / 1M Low: 0.650 0.370
6M High / 6M Low: - -
High (YTD): 1/2/2020 0.640
Low (YTD): 1/17/2020 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -