UniCredit Call 74 HNK1 16.12.2020/  DE000HZ8CY98  /

Frankfurt Zert./HVB
10/22/2020  8:02:12 PM Chg.+0.120 Bid10/22/2020 Ask10/22/2020 Underlying Strike price Expiration date Option type
0.710EUR +20.34% 0.710
Bid Size: 10,000
0.740
Ask Size: 10,000
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: 12.61
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 0.59
Historic volatility: 0.28
Parity: 0.42
Time value: 0.20
Break-even: 80.20
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.50
Theta: -0.02
Omega: 6.28
Rho: 0.05
 

Quote data

Open: 0.580
High: 0.710
Low: 0.580
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.52%
1 Month  
+36.54%
3 Months
  -39.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.680 0.590
1M High / 1M Low: 0.860 0.450
6M High / 6M Low: 1.560 0.450
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.613
Avg. volume 1M:   0.000
Avg. price 6M:   0.891
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.22%
Volatility 6M:   164.50%
Volatility 1Y:   -
Volatility 3Y:   -