UniCredit Call 72.5 HNK1 16.12.20.../  DE000HR1P744  /

Frankfurt Zert./HVB
10/19/2020  9:55:15 PM Chg.-0.060 Bid10/19/2020 Ask10/19/2020 Underlying Strike price Expiration date Option type
0.710EUR -7.79% 0.710
Bid Size: 10,000
0.740
Ask Size: 10,000
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: 10.65
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.63
Implied volatility: 0.60
Historic volatility: 0.28
Parity: 0.63
Time value: 0.11
Break-even: 79.90
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 4.05%
Delta: 0.55
Theta: -0.01
Omega: 5.83
Rho: 0.06
 

Quote data

Open: 0.820
High: 0.850
Low: 0.710
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.11%
1 Month
  -12.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.900 0.710
1M High / 1M Low: 0.980 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -