UniCredit Call 80 HNK1 17.06.2020/  DE000HX89ZW6  /

EUWAX
12/9/2019  10:18:49 AM Chg.+0.09 Bid4:09:53 PM Ask4:09:53 PM Underlying Strike price Expiration date Option type
1.59EUR +6.00% 1.59
Bid Size: 33,000
1.62
Ask Size: 33,000
HEINEKEN EO... 80.00 EUR 6/17/2020 Call

Master data

WKN: HX89ZW
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/17/2020
Issue date: 3/6/2019
Last trading day: 6/16/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.57
Implied volatility: 0.69
Historic volatility: 0.18
Parity: 1.57
Time value: 0.10
Break-even: 96.70
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.80%
Delta: 0.55
Theta: 0.00
Omega: 3.16
Rho: 0.19
 

Quote data

Open: 1.59
High: 1.59
Low: 1.59
Previous Close: 1.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.92%
1 Month  
+27.20%
3 Months
  -7.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.53 1.46
1M High / 1M Low: 1.53 1.27
6M High / 6M Low: 2.29 1.15
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.73
Avg. volume 6M:   7.11
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.05%
Volatility 6M:   76.43%
Volatility 1Y:   -
Volatility 3Y:   -