UniCredit Call 80 HNK1 16.06.2021/  DE000HR1FXC6  /

Frankfurt Zert./HVB
10/19/2020  9:55:03 PM Chg.-0.040 Bid10/19/2020 Ask10/19/2020 Underlying Strike price Expiration date Option type
0.500EUR -7.41% 0.500
Bid Size: 15,000
0.530
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: 13.62
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.28
Parity: -0.10
Time value: 0.58
Break-even: 85.80
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 6.90%
Delta: 0.30
Theta: 0.00
Omega: 4.12
Rho: 0.12
 

Quote data

Open: 0.570
High: 0.600
Low: 0.500
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.37%
1 Month
  -12.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.520
1M High / 1M Low: 0.680 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -