UniCredit Call 59 KTF 17.06.2020/  DE000HZ2D4G0  /

Frankfurt Zert./HVB
12/13/2019  9:57:03 PM Chg.-0.001 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
0.074EUR -1.33% 0.073
Bid Size: 450,000
0.080
Ask Size: 450,000
MONDELEZ INTL INC. A 59.00 - 6/17/2020 Call

Master data

WKN: HZ2D4G
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 59.00 -
Maturity: 6/17/2020
Issue date: 8/27/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.14
Parity: -1.13
Time value: 0.08
Break-even: 59.80
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 8.75%
Delta: 0.12
Theta: 0.00
Omega: 7.02
Rho: 0.02
 

Quote data

Open: 0.074
High: 0.076
Low: 0.069
Previous Close: 0.075
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -15.91%
3 Months
  -56.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.074
1M High / 1M Low: 0.110 0.063
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -