UniCredit Call 80 HNK1 17.06.2020/  DE000HX89ZW6  /

EUWAX
12/10/2019  10:25:46 AM Chg.- Bid9:03:56 AM Ask9:03:56 AM Underlying Strike price Expiration date Option type
1.47EUR - 1.53
Bid Size: 16,500
1.59
Ask Size: 16,500
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: 5.94
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.50
Implied volatility: 0.68
Historic volatility: 0.17
Parity: 1.50
Time value: 0.10
Break-even: 96.00
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.88%
Delta: 0.55
Theta: 0.00
Omega: 3.25
Rho: 0.19
 

Quote data

Open: 1.47
High: 1.47
Low: 1.47
Previous Close: 1.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.68%
1 Month  
+15.75%
3 Months
  -16.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.59 1.46
1M High / 1M Low: 1.59 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:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.73
Avg. volume 6M:   7
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.52%
Volatility 6M:   77.01%
Volatility 1Y:   -
Volatility 3Y:   -