UniCredit Call 85 HNK1 18.03.2020/  DE000HX7EHU3  /

EUWAX
1/22/2020  9:33:07 AM Chg.+0.12 Bid12:04:01 PM Ask12:04:01 PM Underlying Strike price Expiration date Option type
1.53EUR +8.51% 1.52
Bid Size: 33,000
1.55
Ask Size: 33,000
HEINEKEN EO... 85.00 EUR 3/18/2020 Call

Master data

WKN: HX7EHU
Issuer: UniCredit
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 3/18/2020
Issue date: 1/29/2019
Last trading day: 3/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.57
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.49
Implied volatility: 0.69
Historic volatility: 0.17
Parity: 1.49
Time value: 0.03
Break-even: 100.20
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.97%
Delta: 0.68
Theta: -0.02
Omega: 4.47
Rho: 0.08
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.99%
1 Month  
+54.55%
3 Months  
+17.69%
YTD  
+31.90%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.84 1.41
1M High / 1M Low: 1.84 1.09
6M High / 6M Low: 1.84 0.71
High (YTD): 1/20/2020 1.84
Low (YTD): 1/2/2020 1.09
52W High: - -
52W Low: - -
Avg. price 1W:   1.62
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.21
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.65%
Volatility 6M:   114.22%
Volatility 1Y:   -
Volatility 3Y:   -