UniCredit Call 75 HNK1 16.12.2020/  DE000HZ8CYA0  /

EUWAX
10/26/2020  8:17:08 PM Chg.-0.020 Bid8:57:11 PM Ask8:57:11 PM Underlying Strike price Expiration date Option type
0.720EUR -2.70% 0.740
Bid Size: 9,000
0.770
Ask Size: 9,000
HEINEKEN EO... 75.00 EUR 12/16/2020 Call

Master data

WKN: HZ8CYA
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 12/16/2020
Issue date: 3/23/2020
Last trading day: 12/15/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.41
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.62
Implied volatility: 0.63
Historic volatility: 0.28
Parity: 0.62
Time value: 0.16
Break-even: 82.80
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 3.85%
Delta: 0.55
Theta: -0.02
Omega: 5.76
Rho: 0.05
 

Quote data

Open: 0.720
High: 0.750
Low: 0.700
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month  
+84.62%
3 Months
  -31.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.530
1M High / 1M Low: 0.780 0.400
6M High / 6M Low: 1.430 0.390
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   0.823
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.61%
Volatility 6M:   170.25%
Volatility 1Y:   -
Volatility 3Y:   -