UniCredit Call 46 MDLZ 17.06.2020/  DE000HX8J900  /

Frankfurt Zert./HVB
1/24/2020  9:55:46 PM Chg.-0.030 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
0.840EUR -3.45% 0.850
Bid Size: 100,000
0.880
Ask Size: 100,000
Mondelez Internation... 46.00 USD 6/17/2020 Call

Master data

WKN: HX8J90
Issuer: UniCredit
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 6/17/2020
Issue date: 3/14/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.71
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 0.70
Historic volatility: 0.13
Parity: 0.86
Time value: 0.02
Break-even: 50.51
Moneyness: 1.21
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 3.41%
Delta: 0.59
Theta: 0.00
Omega: 3.37
Rho: 0.08
 

Quote data

Open: 0.870
High: 0.880
Low: 0.830
Previous Close: 0.870
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -1.18%
1 Month  
+2.44%
3 Months  
+13.51%
YTD
  -1.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.840
1M High / 1M Low: 0.880 0.760
6M High / 6M Low: 1.030 0.620
High (YTD): 1/21/2020 0.880
Low (YTD): 1/7/2020 0.760
52W High: - -
52W Low: - -
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.817
Avg. volume 1M:   0.000
Avg. price 6M:   0.809
Avg. volume 6M:   25.675
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.11%
Volatility 6M:   74.13%
Volatility 1Y:   -
Volatility 3Y:   -