UniCredit Call 80 HNK1 18.03.2020/  DE000HX74LT4  /

Frankfurt Zert./HVB
12/13/2019  9:54:28 PM Chg.-0.030 Bid9:57:57 PM Ask9:57:57 PM Underlying Strike price Expiration date Option type
1.370EUR -2.14% 1.370
Bid Size: 2,500
1.450
Ask Size: 2,500
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: 6.66
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.33
Implied volatility: 0.67
Historic volatility: 0.17
Parity: 1.33
Time value: 0.07
Break-even: 94.00
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 2.14%
Delta: 0.60
Theta: -0.01
Omega: 4.03
Rho: 0.11
 

Quote data

Open: 1.310
High: 1.370
Low: 1.290
Previous Close: 1.400
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -13.84%
1 Month  
+2.24%
3 Months
  -23.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.550 1.370
1M High / 1M Low: 1.590 1.320
6M High / 6M Low: 2.340 1.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.474
Avg. volume 1W:   0.000
Avg. price 1M:   1.433
Avg. volume 1M:   0.000
Avg. price 6M:   1.681
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.72%
Volatility 6M:   85.28%
Volatility 1Y:   -
Volatility 3Y:   -