UniCredit Call 80 HNK1 18.03.2020/  DE000HX74LT4  /

EUWAX
12/12/2019  10:05:48 AM Chg.-0.03 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
1.45EUR -2.03% 1.40
Bid Size: 2,750
1.43
Ask Size: 2,750
HEINEKEN EO... 80.00 EUR 3/18/2020 Call

Master data

WKN: HX74LT
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 3/18/2020
Issue date: 1/22/2019
Last trading day: 3/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.06
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.52
Implied volatility: 0.69
Historic volatility: 0.17
Parity: 1.52
Time value: 0.05
Break-even: 95.70
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.91%
Delta: 0.63
Theta: -0.01
Omega: 3.82
Rho: 0.12
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.69%
1 Month  
+12.40%
3 Months
  -19.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.57 1.44
1M High / 1M Low: 1.57 1.29
6M High / 6M Low: 2.28 1.09
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.41
Avg. volume 1M:   0.00
Avg. price 6M:   1.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.77%
Volatility 6M:   85.25%
Volatility 1Y:   -
Volatility 3Y:   -