UniCredit Call 74 HNK1 16.12.2020/  DE000HZ8CY98  /

EUWAX
10/23/2020  8:27:15 PM Chg.+0.110 Bid9:56:48 PM Ask9:52:45 PM Underlying Strike price Expiration date Option type
0.820EUR +15.49% 0.830
Bid Size: 9,000
0.860
Ask Size: 9,000
HEINEKEN EO... 74.00 EUR 12/16/2020 Call

Master data

WKN: HZ8CY9
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 74.00 EUR
Maturity: 12/16/2020
Issue date: 3/23/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.44
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.72
Implied volatility: 0.66
Historic volatility: 0.28
Parity: 0.72
Time value: 0.14
Break-even: 82.60
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 3.49%
Delta: 0.57
Theta: -0.02
Omega: 5.37
Rho: 0.05
 

Quote data

Open: 0.700
High: 0.820
Low: 0.700
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.39%
1 Month  
+86.36%
3 Months
  -27.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.600
1M High / 1M Low: 0.860 0.440
6M High / 6M Low: 1.500 0.440
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.644
Avg. volume 1M:   0.000
Avg. price 6M:   0.890
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.67%
Volatility 6M:   162.63%
Volatility 1Y:   -
Volatility 3Y:   -