UniCredit Call 50 MDLZ 17.06.2020/  DE000HX8L492  /

Frankfurt Zert./HVB
12/13/2019  9:54:29 PM Chg.+0.020 Bid9:55:15 PM Ask9:55:15 PM Underlying Strike price Expiration date Option type
0.440EUR +4.76% 0.430
Bid Size: 125,000
0.440
Ask Size: 125,000
Mondelez Internation... 50.00 USD 6/17/2020 Call

Master data

WKN: HX8L49
Issuer: UniCredit
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 6/17/2020
Issue date: 3/18/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.08
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 0.55
Historic volatility: 0.14
Parity: 0.27
Time value: 0.16
Break-even: 49.28
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.40
Theta: 0.00
Omega: 4.41
Rho: 0.07
 

Quote data

Open: 0.430
High: 0.440
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+2.33%
3 Months
  -21.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 0.510 0.370
6M High / 6M Low: 0.750 0.370
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.437
Avg. volume 1M:   0.000
Avg. price 6M:   0.566
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.88%
Volatility 6M:   93.53%
Volatility 1Y:   -
Volatility 3Y:   -