UniCredit Call 46 MDLZ 17.06.2020/  DE000HX8J900  /

Frankfurt Zert./HVB
12/9/2019  1:31:43 PM Chg.-0.010 Bid12/9/2019 Ask12/9/2019 Underlying Strike price Expiration date Option type
0.750EUR -1.32% 0.750
Bid Size: 25,000
0.780
Ask Size: 25,000
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: 6.24
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.71
Implied volatility: 0.67
Historic volatility: 0.14
Parity: 0.71
Time value: 0.07
Break-even: 49.40
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.53
Theta: 0.00
Omega: 3.31
Rho: 0.09
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.760
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+10.29%
1 Month  
+19.05%
3 Months
  -26.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.680
1M High / 1M Low: 0.760 0.620
6M High / 6M Low: 1.030 0.620
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   0.833
Avg. volume 6M:   25.273
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.01%
Volatility 6M:   73.52%
Volatility 1Y:   -
Volatility 3Y:   -