UniCredit Call 72.5 HNK1 16.12.20.../  DE000HR1P744  /

EUWAX
10/27/2020  1:30:08 PM Chg.-0.020 Bid1:43:27 PM Ask1:43:27 PM Underlying Strike price Expiration date Option type
0.910EUR -2.15% 0.920
Bid Size: 90,000
0.930
Ask Size: 90,000
HEINEKEN EO... 72.50 - 12/16/2020 Call

Master data

WKN: HR1P74
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 72.50 -
Maturity: 12/16/2020
Issue date: 9/11/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.34
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: 0.70
Historic volatility: 0.28
Parity: 0.84
Time value: 0.13
Break-even: 82.20
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 3.09%
Delta: 0.61
Theta: -0.02
Omega: 5.05
Rho: 0.05
 

Quote data

Open: 0.880
High: 0.910
Low: 0.880
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.35%
1 Month  
+71.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.950 0.720
1M High / 1M Low: 0.980 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   0.771
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -