UniCredit Call 53 KTF 17.06.2020/  DE000HZ2D4B1  /

Frankfurt Zert./HVB
12/10/2019  9:55:21 PM Chg.0.000 Bid12/10/2019 Ask12/10/2019 Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.330
Bid Size: 150,000
0.340
Ask Size: 150,000
MONDELEZ INTL INC. A 53.00 - 6/17/2020 Call

Master data

WKN: HZ2D4B
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 53.00 -
Maturity: 6/17/2020
Issue date: 8/27/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.14
Parity: -0.40
Time value: 0.34
Break-even: 56.40
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.31
Theta: -0.01
Omega: 4.42
Rho: 0.06
 

Quote data

Open: 0.320
High: 0.350
Low: 0.310
Previous Close: 0.330
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month  
+37.50%
3 Months
  -23.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.330 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -