UniCredit Call 82 HNK1 16.06.2021/  DE000HZ9FT34  /

EUWAX
10/20/2020  8:27:52 PM Chg.+0.040 Bid9:40:19 PM Ask9:37:18 PM Underlying Strike price Expiration date Option type
0.480EUR +9.09% 0.470
Bid Size: 15,000
0.500
Ask Size: 15,000
HEINEKEN EO... 82.00 - 6/16/2021 Call

Master data

WKN: HZ9FT3
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 82.00 -
Maturity: 6/16/2021
Issue date: 4/27/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.52
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.28
Parity: -0.32
Time value: 0.45
Break-even: 86.50
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 6.67%
Delta: 0.26
Theta: 0.00
Omega: 4.55
Rho: 0.10
 

Quote data

Open: 0.480
High: 0.480
Low: 0.460
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -2.04%
3 Months
  -48.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.570 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -