UniCredit Call 80 HNK1 18.03.2020/  DE000HX74LT4  /

Frankfurt Zert./HVB
12/6/2019  9:07:06 PM Chg.+0.140 Bid9:52:48 PM Ask9:52:48 PM Underlying Strike price Expiration date Option type
1.590EUR +9.66% 1.590
Bid Size: 2,000
1.670
Ask Size: 2,000
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: 6.35
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.39
Implied volatility: 0.68
Historic volatility: 0.17
Parity: 1.39
Time value: 0.09
Break-even: 94.80
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 2.03%
Delta: 0.61
Theta: -0.01
Omega: 3.86
Rho: 0.12
 

Quote data

Open: 1.440
High: 1.600
Low: 1.430
Previous Close: 1.450
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+10.42%
1 Month  
+37.07%
3 Months
  -14.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.450 1.400
1M High / 1M Low: 1.470 1.160
6M High / 6M Low: 2.340 1.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.438
Avg. volume 1W:   0.000
Avg. price 1M:   1.354
Avg. volume 1M:   0.000
Avg. price 6M:   1.697
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.77%
Volatility 6M:   84.23%
Volatility 1Y:   -
Volatility 3Y:   -