UniCredit Call 48 MDLZ 17.06.2020/  DE000HX8J8Z4  /

Frankfurt Zert./HVB
12/13/2019  9:55:19 PM Chg.+0.020 Bid9:58:55 PM Ask9:58:55 PM Underlying Strike price Expiration date Option type
0.570EUR +3.64% 0.560
Bid Size: 125,000
0.570
Ask Size: 125,000
Mondelez Internation... 48.00 USD 6/17/2020 Call

Master data

WKN: HX8J8Z
Issuer: UniCredit
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 48.00 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: 8.51
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.45
Implied volatility: 0.60
Historic volatility: 0.14
Parity: 0.45
Time value: 0.11
Break-even: 48.78
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.46
Theta: 0.00
Omega: 3.89
Rho: 0.08
 

Quote data

Open: 0.560
High: 0.570
Low: 0.530
Previous Close: 0.550
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -6.56%
1 Month     0.00%
3 Months
  -17.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.550
1M High / 1M Low: 0.650 0.490
6M High / 6M Low: 0.880 0.490
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.565
Avg. volume 1M:   0.000
Avg. price 6M:   0.694
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.82%
Volatility 6M:   84.68%
Volatility 1Y:   -
Volatility 3Y:   -