UniCredit Call 77.5 HNK1 17.03.20.../  DE000HR18990  /

EUWAX
10/21/2020  9:39:44 AM Chg.-0.040 Bid11:40:24 AM Ask11:40:24 AM Underlying Strike price Expiration date Option type
0.570EUR -6.56% 0.540
Bid Size: 125,000
0.550
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: 12.59
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.18
Implied volatility: 0.59
Historic volatility: 0.28
Parity: 0.18
Time value: 0.45
Break-even: 83.80
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 4.76%
Delta: 0.37
Theta: 0.00
Omega: 4.68
Rho: 0.09
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.06%
1 Month  
+16.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 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:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.542
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -