UniCredit Call 77.5 HNK1 17.03.20.../  DE000HR18990  /

EUWAX
10/22/2020  1:10:22 PM Chg.+0.060 Bid2:31:44 PM Ask2:31:44 PM Underlying Strike price Expiration date Option type
0.600EUR +11.11% 0.570
Bid Size: 125,000
0.580
Ask Size: 125,000
HEINEKEN EO... 77.50 - 3/17/2021 Call

Master data

WKN: HR1899
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 77.50 -
Maturity: 3/17/2021
Issue date: 9/4/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.96
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.07
Implied volatility: 0.58
Historic volatility: 0.28
Parity: 0.07
Time value: 0.49
Break-even: 83.10
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.35
Theta: 0.00
Omega: 4.89
Rho: 0.09
 

Quote data

Open: 0.530
High: 0.600
Low: 0.530
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+27.66%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.540
1M High / 1M Low: 0.740 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -