UniCredit Call 80 HNK1 16.06.2021/  DE000HR1FXC6  /

EUWAX
10/30/2020  8:11:02 PM Chg.-0.040 Bid8:26:43 PM Ask8:19:33 PM Underlying Strike price Expiration date Option type
0.430EUR -8.51% 0.430
Bid Size: 15,000
0.470
Ask Size: 15,000
HEINEKEN EO... 80.00 - 6/16/2021 Call

Master data

WKN: HR1FXC
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 6/16/2021
Issue date: 8/21/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.62
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.28
Parity: -0.34
Time value: 0.49
Break-even: 84.90
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.28
Theta: 0.00
Omega: 4.33
Rho: 0.10
 

Quote data

Open: 0.460
High: 0.460
Low: 0.420
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.85%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.470
1M High / 1M Low: 0.670 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.548
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -