UniCredit Call 75 HNK1 16.12.2020/  DE000HZ8CYA0  /

Frankfurt Zert./HVB
10/22/2020  9:55:16 PM Chg.+0.110 Bid9:57:00 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
0.640EUR +20.75% 0.630
Bid Size: 10,000
0.660
Ask Size: 10,000
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: 14.21
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 0.57
Historic volatility: 0.28
Parity: 0.32
Time value: 0.23
Break-even: 80.50
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 5.45%
Delta: 0.47
Theta: -0.02
Omega: 6.69
Rho: 0.05
 

Quote data

Open: 0.510
High: 0.640
Low: 0.510
Previous Close: 0.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.36%
1 Month  
+39.13%
3 Months
  -42.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.530
1M High / 1M Low: 0.780 0.390
6M High / 6M Low: 1.480 0.390
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   0.824
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.10%
Volatility 6M:   173.20%
Volatility 1Y:   -
Volatility 3Y:   -