UniCredit Call 80 HNK1 17.06.2020/  DE000HX89ZW6  /

Frankfurt Zert./HVB
12/12/2019  3:32:19 PM Chg.-0.170 Bid3:39:38 PM Ask3:39:38 PM Underlying Strike price Expiration date Option type
1.400EUR -10.83% 1.430
Bid Size: 30,000
1.450
Ask Size: 30,000
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: 5.91
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.52
Implied volatility: 0.67
Historic volatility: 0.17
Parity: 1.52
Time value: 0.09
Break-even: 96.10
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.86%
Delta: 0.55
Theta: 0.00
Omega: 3.25
Rho: 0.19
 

Quote data

Open: 1.530
High: 1.530
Low: 1.380
Previous Close: 1.570
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -6.04%
1 Month  
+9.38%
3 Months
  -26.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.630 1.490
1M High / 1M Low: 1.630 1.280
6M High / 6M Low: 2.350 1.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.568
Avg. volume 1W:   0.000
Avg. price 1M:   1.465
Avg. volume 1M:   0.000
Avg. price 6M:   1.727
Avg. volume 6M:   3.500
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.20%
Volatility 6M:   81.61%
Volatility 1Y:   -
Volatility 3Y:   -