UniCredit Call 64 KTF 17.06.2020/  DE000HZ3YBC9  /

Frankfurt Zert./HVB
12/13/2019  9:54:51 PM Chg.-0.001 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
0.017EUR -5.56% 0.016
Bid Size: 500,000
0.023
Ask Size: 500,000
MONDELEZ INTL INC. A 64.00 - 6/17/2020 Call

Master data

WKN: HZ3YBC
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 6/17/2020
Issue date: 10/2/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 190.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.14
Parity: -1.63
Time value: 0.03
Break-even: 64.25
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 28.00%
Delta: 0.05
Theta: 0.00
Omega: 9.13
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.017
Low: 0.014
Previous Close: 0.018
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -32.00%
1 Month
  -29.17%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.028 0.017
1M High / 1M Low: 0.028 0.016
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -