UniCredit Call 77.5 HNK1 17.03.20.../  DE000HR18990  /

Frankfurt Zert./HVB
10/20/2020  2:15:56 PM Chg.+0.040 Bid2:19:09 PM Ask2:19:09 PM Underlying Strike price Expiration date Option type
0.580EUR +7.41% 0.580
Bid Size: 125,000
0.590
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: 13.83
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.13
Implied volatility: 0.57
Historic volatility: 0.28
Parity: 0.13
Time value: 0.44
Break-even: 83.20
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 5.26%
Delta: 0.36
Theta: 0.00
Omega: 4.92
Rho: 0.09
 

Quote data

Open: 0.560
High: 0.610
Low: 0.560
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.43%
1 Month
  -4.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.540
1M High / 1M Low: 0.740 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -